No period of Bob Dylan's six-decade career confounds fans more than the 1980s. The singer began the decade with Saved, the second in a trio of explicitly religious records, and a tour in which he declined to play his older songs because of concern they were anti-god. Dylan's ambivalence about the songs that made him an icon was mirrored by fans, many of whom found his post-conversion messages strident and judgmental. This made Saved his worst selling...