The most remarkable thing about "Bob Dylan: No Direction Home" — Martin Scorsese's electric new documentary, which brings with it a whirlwind of Dylan activity including previously unreleased music, a tribute CD, and coffee-table book — is that it exists with the full cooperation of its subject.

Dylan, after all, is not only the greatest and most profoundly influential songwriter in rock history, he's also pop music's original shape-shifter, a now-you-see-him, now-you-don't mystery man who has mastered the art of hiding in plain sight.

Early on, he learned "not to give away too easily anything that was dear to me," Dylan says in "No Direction Home." The 3 1/2-hour epic came out on DVD this week and will be shown here in two parts Monday and Tuesday on PBS.

The double-disc musical complement to the film, "No Direction Home: The Soundtrack, The Bootleg Series, Vol. 7" (Columbia, 3 stars), is a collection of outtakes, live cuts and rarities that came out Aug. 30. So did "Live at the Gaslight 1962" (Columbia, 3 stars), a solo acoustic recording thought to have been made at a Greenwich Village coffeehouse, which went on sale only at Starbucks coffee shops before its general release.

Despite the 64-year-old bard's famed caginess, there he is, craggy but cogent for the camera of the director of "Raging Bull" and "The Last Waltz." Along with such yarn-spinners as Joan Baez, Allen Ginsberg, Al Kooper and the wonderfully loquacious Liam Clancy (of the Clancy Brothers), Dylan comments on the improbable trajectory that led him from humble beginnings as baby-faced Robert Zimmerman in Hibbing, Minn. — a place in which "you couldn't be a rebel — it was too cold" — to the center of a mid-1960s society in upheaval, where he had become Bob Dylan, shaggy-haired troubadour and media-appointed counterculture answer man.

Not that "No Direction Home" is a tell-all confessional, by any means. At one point, Dylan bristles at one of Scorsese's interviewers, telling him with a malicious smile that the thing he was most "sick of" at the peak of his mid-'60s celebrity was "people like you."

And even more so than last year's sharp-witted, tough-minded, elliptical Dylan memoir, "Chronicles, Vol. 1," Scorsese focuses not on the artist of today, but on the familiar origin story, doing a better job of putting his subject's art into musical and historical context than anyone else ever has.

The documentary begins and ends with brilliantly visceral footage of the 1966 British tour in which the performances by Dylan and the musicians who would become The Band were greeted with derision by English fans who felt he had betrayed the legacy of folk pioneer Woody Guthrie by going electric.

But "Direction" allows Dylan to get his version of the story on the record — with the assistance of a master filmmaker — and to bring his illustrious past more completely alive in the present.

That's something that Dylan has proven to be good at in the latter stages of his career. Dating to 1989's "Oh Mercy," in the last 16 years Dylan has released only three albums of new songs, including 1997's "Time Out of Mind" and 2001's "Love and Theft." All three were excellent, but you wouldn't think they would provide enough fresh material to sustain the rigorous tour schedule that Dylan maintains.

These days, Dylan is a pencil-mustached piano player whose Never Ending Tour attracts '60s survivors and jam-band converts. He starts a European jaunt in Stockholm, Sweden, in October.

The Scorsese film, and all the data that swirl around it, paints a more vivid portrait of how Dylan willed himself into being than has previously existed. But be careful not to fall into the trap of thinking that it all represents a complete portrait of the "real" Bob Dylan.

Because as the past mixes with the present, Bob Dylan keeps on changin', all the time. As Dylan himself puts it to anyone fool enough to try to figure him out:

"An artist has to be careful to never think that he's arrived somewhere. He has to be in a constant state of becoming."