“Well, I try my best to be just like I am; But everybody wants you to be just like them.” —Bob Dylan, “Maggie’s Farm”

Of course we want him to be just like us—he has written so many songs that express exactly what we wanted to say—and of course he never will be, because you don’t write songs like that and remain like most people. If gods don’t answer letters, they certainly won’t submit to psychoanalysis. The conceit of I’m Not There , Todd Haynes’ new movie about Bob Dylan, is that it isn’t about Bob Dylan at all, because Dylan is unknowable; it’s about a few of the personas the singer tried on and discarded like so many winter overcoats. It’s about the people that Bob Dylan has pretended to be. This isn’t the most profound or original idea: A friend of mine made basically the same observation in college when he emerged from a Nashville show and said Bob Dylan had disappeared behind a Bob Dylan mask. But what distinguishes I’m Not There is not its message but its style, which is as strange and inscrutable and awe-inspiring as the artist himself.

This movie doesn’t need a review; it needs a set of CliffsNotes. It opens with an unbroken shot curling through the labyrinth of hallways beneath a concert hall, and everything that follows feels like the opening of random doors to explore what’s in this new room. So let’s attempt an inventory. Marcus Carl Franklin is Woody, a small black boy who rides the rails until he is accosted by hobos and swallowed by a whale. Ben Whishaw plays Arthur Rimbaud—yes, the French symbolist poet—being interrogated by a McCarthyesque government panel. Cate Blanchett is Jude Quinn, an electrified rocker with dandelion hair who frolics with Allen Ginsberg (David Cross) and is hounded by a reporter (Bruce Greenwood). Richard Gere is Billy the Kid, fleeing lawman Pat Garrett (Greenwood again) through a Missouri town where it’s always Halloween and ostriches are loose.

Take a breath; we’ve still got two more to go. Christian Bale plays Jack Rollins, a folk singer strumming for social justice in “archival footage” that bears a sly resemblance to Martin Scorsese’s documentary No Direction Home . Finally, there’s Heath Ledger as Robbie, the actor tapped to play Jack Rollins in a Hollywood biopic. The movie within the movie is titled Grain of Sand —which is both a nod to a Dylan song and exactly the title a schmaltzy folk-singer picture would have been given.

This is just one among countless allusions and nudges, and trying to find a single narrative here is a fool’s errand. But if you look back at the six stories, you may notice a pattern of flight and pursuit; the Dylan avatars are all on the run from authorities who want to explain them away. A need for obscurity is Haynes’ method and his point. Throughout his career, whether dramatizing the death of Karen Carpenter with Barbie dolls (Superstar ) or re-creating a Douglas Sirk movie with the queer subtext stripped bare (Far from Heaven ), Haynes has appropriated styles—and rankled at being categorized, as a gay filmmaker or an independent filmmaker or anything but an original. It’s that fear of being labeled and confined that drives I’m Not There . It’s that frustration that inspires Blanchett—who gives the movie’s best performance, equally exhausted and lacerating—to look up at a crucifix and taunt the hanging Christ: “Why don’t you play your early songs?”

Bob as God? Yes, and it makes a lot of sense, actually. What does an artist seek, if not the mystery and perfection of the divine? In the culmination of the Marcus Carl Franklin subplot, young Woody goes to visit his namesake, Woody Guthrie, as he lies dying in a hospital. Franklin plays his guitar for the shaking old man, and the strains of “Blind Willie McTell” float onto the soundtrack. “Well, God is in his heaven,” Dylan sings, “and we all want what’s his. But power and greed and corruptible seed seem to be all that there is.” I’m Not There is a portrait of the artist as a young deity, slipping through the grasp of his critics and wounding anyone who tries to cling to him. It concludes, appropriately, with Blanchett staring blankly at the camera, then smiling cryptically. She makes it all too concise and too clear that Bob Dylan’s not here.