The release of A Complete Unknown on Christmas Day brought the legend of Bob Dylan to a new generation, starring one of the era's most beloved actors, Timothée Chalamet, as the perennial American icon. For some, it might be their first exposure to the legendary artist; for others, it might be a new telling of a story that they already know by heart. But while A Complete Unknown might be the first film focused solely on Dylan's early years, it's not the first film to explore what makes him such a mythical figure in pop culture.

There have been documentaries like Martin Scorsese's comprehensive No Direction Home from 2005, or D.A. Pennebaker's fly-on-the-wall look at Dylan's 1965 U.K. tour Don't Look Back, all of which capture something of the artist, but never a complete picture. For an artist as notoriously slippery as Bob Dylan, possibly no single film could...