Sean Wilentz's Bob Dylan in America (excerpt here from The Daily Beast) is a worthy review of that force of nature, offering not a comprehensive examination (which will some day run to many volumes), but a series of deep core samples, as it were, taken from representative phases of Dylan's tortuous and protean career.
Dylan's story is a half-century version of Seinfeld's "show about nothing," that is, he is the trickster irrationalist, the artiste supreme, resisting every categorization. He is about nothing but sheer exuberant creativity, following his own quiddity, throwing off songs as a fire throws off sparks. For him there is only history, human nature, and the music driving the flower through the green fuse. He speaks endlessly but does not answer questions (as such, he is a kind of ultimate counter-example to psychiatry, or perhaps rather a competitor, the great blank screen and arch-therapist).
In parallel, D. G. Myers at A Commonplace Blog neatly identifies the dilemmas of religious toleration vs. tolerance. A deeply religious man to judge from his writing, he points out that all theological justification is logically circular, and there is no arguing first principles; in a process that apparently remains mysterious, one finds oneself either inside or outside of a belief system. So religious toleration is the recognition that one has nothing to fear from other faiths outside of coercion and violence.
What do Dylan and religion have in common? For me, it is the realization that there is finally nothing outside of nature, attachment, and seduction. I mean the latter not in any manipulative sense, but in the sense that not only art, but also persuasion and reason, are attempts to beckon others hither, to say, "Look at this wondrous state of being, if only it could be realized."