Heath Ledger as Robbie in I'm Not There Courtesy of The Weinstein Company

Ledger himself only signed on after his then-girlfriend Michelle Williams had been hired to play Coco, the Edie Sedgwick–like lover of Blanchett's Jude. Recalls Ledger, "I said to my agent, 'Is there something I can do on it? I'm going to be there anyway, looking after Matilda'" — their daughter, who was 11 months old during the shoot, walking and "babbling as if we should understand her," Ledger says. (What a difference a year makes: Though the couple reportedly has now split, during the shoot Ledger calls Williams "so foxy in this movie. And I get to take that image home with me every night.")

"I was nervous [about this film] for many reasons," Ledger admits. "I usually go into a movie thinking that I'm hopeless, and I don't know how to do it anymore, and I've forgotten it." He sighs. "And this time I hadn't worked in a year and a half, so it was worse. But Todd's such a wonderful man, and I was only working 12 days, so I was put to ease pretty quickly."

When the museum corridor is lit, Dylan's song "Visions of Johanna" plays over and over as Robbie walks past copies of the "Mona Lisa" and "Winged Victory." The mood is shadowy, sad, artful. Haynes shoots slowly, taking as many pains with wordless, atmospheric scenes as he does with dialogue. In every scene in which a Dylan tune plays — and there are over 30 — Haynes wrote the lyrics directly into the script. Each scene is filmed to the music, "even a few takes of scenes with dialogue, so we can have the feeling of it," Gainsbourg says.

Each section of the film revolves around a different Dylan album, and each is shot in a different style. "It was really important to look at the music Dylan was making in each time, and try to find a narrative equivalent," Haynes says. The Woody section recalls leftist, late-1950s cinema such as Meet John Doe and Lonesome Roads (a film Dylan loved). Arthur's section is shot in static black and white, like a taped interrogation. Alice's section is a recreation of Baez's interviews in Martin Scorsese's documentary about Dylan, No Direction Home. "She's pissed, man," Moore says about Baez. "Dylan used her. He used everybody. He was almost kind of a sociopath. But she used people, too. Everyone thinks they [1960s folk stars] were all about goodness, but they were ambitious and selfish, too."

Haynes shot Moore's section in a single day, including some black-and-white, spot-lit concert stills of her singing with Bale. "Julianne actually kicked me out of the room for those, because we crack each other up too much," Haynes says. "But she could still hear me laughing outside. The stills that made it into the movie are the only ones where Julianne could hold a straight face. In all the other shots, Christian's always in character, but Julianne's mouth is wide open, in fits of hysteria."