Thanks Rosie -
Yes I found that 1881 Census record - which does also link with everything else as Annie was recorded there as living in Mersea Road, Colchester, which I know is in the same area of Colchester, and also very close to the Army Barracks there. She looks as if she's added a year to her age, but I expect that's probable if she was living alone. If I have the correct family, her mother, Rachel, had died in 1877 and I can't find her father, Alfred Allen, on the 1881 Census.
However also in the 1881 Census all the children were living away from family - Alfred and Harry (Annie's brothers) were in the Union House, Stanway, Colchester; sister Kate Allen was General servant in the St. Botolphs area of Colchester (also very close to Mersea Road, the Barracks and also Cannon Street, where Annie was with William Smith and their family in 1891 Census: sister Rachel Allen was at Rowhedge, East Donyland as 'niece'.
I do need to double-check some facts in the Essex Registers, but it all seems very probable at the moment

.
I'm still searching for William Smith & Annie Allen marriage and also for birthplaces of Alice (1882); Lily (1885); Ada (1887) and Grace (1889) - wonder if they are related to an Army placement for William between those years. Does anyone know how best to search within the Military for these? It's possible that William was stationed at Colchester Barracks, but there's also the Kent/Dover/Canterbury connection?