[3] Dylan would return to similar images and suggestions in later songs, such as "I Dreamed I Saw St. Augustine" and "Señor (Tales of Yankee Power)".
[4] Musically, the song has a lazy tempo driven by lazy-slap drumming with a shuffling beat and slight emphasis on the offbeat from session drummer Bobby Gregg.
12, the version is a speedy bouncing blues with a signature guitar riff being played on each bar and a fast clicking organ.
The song's live debut came as part of Dylan's controversial electric set, backed by members of The Paul Butterfield Blues Band and Al Kooper, at the Newport Folk Festival on July 25, 1965, after "Maggie's Farm".
[2][4][5][7] After being heckled during the electric set, and especially during "It Takes a Lot to Laugh, It Takes a Train to Cry", by fans who wanted Dylan to play acoustic folk music, Dylan returned to play acoustic versions of "Mr. Tambourine Man" and "It's All Over Now, Baby Blue".
[2] A November 1975 performance of the song from Dylan's Rolling Thunder Revue tour was released on the 2002 album The Bootleg Series Vol.
Dylan performed a jazz arrangement of the song backed by the Wynton Marsalis Septet at a concert in Lincoln Center in 2004.
[10] Steely Dan borrowed a line from the song as the title of their debut album Can't Buy a Thrill (1972).