'''What is your name, sir?' the officer asked. 'Bob Dylan,' Dylan said."

"'OK, what are you doing here?' the officer asked. 'I'm on tour,' the singer replied.... The officers asked Dylan for identification. The singer... said that he didn't have any ID with him, that he was just walking around looking at houses to pass some time before that night's show. The officers asked Dylan, 68, to accompany them back to the Ocean Place Resort and Spa, where the performers were staying. Once there, tour staff vouched for Dylan. The officers thanked him for his cooperation. 'He couldn't have been any nicer to them.'"

So that's real-life Bob. In songs, he's more...

They asked me my name
And I said, "Captain Kidd"
They believed me but
They wanted to know
What exactly that I did
I said for the Pope of Eruke
I was employed
They let me go right away
They were very paranoid

IN THE COMMENTS: Drew W said:

And yet Dylan didn't yell at the cops that he was being hassled only because he's a Jewish man in America.

AND: Actually, it looks like he was hassled because of his skin color:

He was strolling along a residential street in the Latin Quarter of the seaside town when police received a call reporting an “eccentric looking old man"....

Two patrol officers were dispatched to investigate and stopped Dylan...

Sergeant Craig Spencer from Long Branch police station said: "Residents called to complain there was an old scruffy man acting suspiciously.

"It was an odd request because it was mid-afternoon, but it’s an ethnic Latin area and the residents felt the man didn’t fit in. Lets just say he looked eccentric."