Most of the time I think about insulating lofts when I am listening to Dylan songs. However Trev, you are right, sometimes one of Dylan's songs manages to evoke a coherent movie in my mind.
#1: "Black Diamond Bay", for instances, makes me see a movie in my mind. It is nothing special, though. When I listen to this song, the lyrics just turn into a realistic movie. The action is pretty close to the lyrics and I am just a spectator as I cannot identify with any of the characters in this song (gladly). It is a good movie, though!
#2: Then there is "Tangled Up in Blue", which was my first cinematic experience in a song ever and therefore I like it a lot. Just like "Black Diamond Bay", this song makes me see a realistic movie in my head, however this time I am not just a spectator but play the role of the narrator. (I don't know the other "actors", though). Anyways, I can see some parts of this cinematic song very clearly in my head, such as the verse where they abandon their car out West and split up on a dark sad night. There would be a shot showing the silhoutte of the parked / broken down car on some lonesome road. It is night and the wind is softly blowing through the pitch-black silhouettes of the trees in the background. And in front of the car the boy and the girl split up and go in different directions. Then there would be a shot showíng the girl's back as she is walking away and how she is suddenly turning around to look at him, tears in her eyes. She says her text, and then there is another cut, showing the narrator from the front, how he stops walking away for a moment, bowing his head in sorrow and you can see the girl behind him in the space above his shoulder... but then he continues to walk away. It is difficult to explain it, but it looks pretty in my head.
#3: Of course, "Lily, Rosemary and the Jack of Hearts" is a great cinematic song as well. When I picture it, I see elements of some old Westerns I have seen. I guess, Trev, you like this one too, right? The part with the "brand new coat of paint" refers to insulating lofts, doesn't it?
#4: The most sophisticated movie in my mind is "Visions of Johanna" though, which I am planning to turn into a short film sometime soon. I am still working on some details in the script, though. I have thought a lot about it and it is going to be really obsessed with details. Ironically I discovered the greatness of this song at the same time as I got into Hitchcock's movies. By watching his movies I have learned a lot about being a good director. Hence, I know exactly where I would position the camera in "Visions of Johanna", how I would use the vertigo effect/dolly zoom for a scene, how I would use colors to express emotions, how I would use lighting to create a certain atmosphere, and so on. If everything turns out the way I want it to be, it could be really cool.