The annex is a chunk of floorspace that seemed to have been "annexed" to the balcony side of the office in the first season. It's gone in the second season. The annex can be easily seen by comparing the walls pictures 1 and 2. The annex space behind this wall was used once, in episode 26 (picture 7).
Picture 1 Episode 4. First season. Note the length of the wall between the door and the balcony wall. Compare this length to that in picture 2.
Picture 2 Episode 45. Second season.
The wall is much shorter.
Picture 3 Episode 40. Second season.
The short wall was present in the first episode of the
Picture 4 Episode 8. First season.
The desk side of the annex. The wall behind Perry's desk
turns and runs straight out towards the balcony.
Picture 5 Episode 9. First season.
Another view of the desk side.
Picture 6 Episode 40. Second season.
There's a corner here now.
Picture 7 Episode 26. First season.
With the annex, there was room for a bathroom off to the
left behind the the door near the balcony.
Picture 8 Episode 57. Second season.
The bathroom is gone.