In the autumn of 1975, when ''New England is festering with Bicentennial madness,'' Bob Dylan and his Rolling Thunder Revue-a rag-tag variety show that Dylan envisioned as a traveling gypsy circus-toured twenty-two cities across the Northeast. Swept up in the motley crew, which included Joni Mitchell, Mick Ronson, Allen Ginsberg, Arlo Guthrie, Joan Baez, and Ramblin' Jack Elliot, was playwright Sam Shepard, ostensibly hired to write, on the spot,...