I’m not sure what happens on Saturday towards the end of the first night of Bob Dylan’s three shows at London’s Hammersmith Apollo. Suddenly, though, he’s blazing through one of the songs he traditionally reserves for encores, “All Along The Watchtower”, with no break between it and the roaring version of “Ballad Of A Thin Man” that normally you’d have expected to be the show’s climax, the band then taking a well-deserved bow and a quick break before coming back for one, two or three more songs, further lapping up of the crowd’s applause prior to a final wave goodnight, perhaps even a nod from Bob in the general direction of a crowd he otherwise doesn’t go too far out of his way to acknowledge. Looking at set lists going back over the last few months, this seems to be the current way with Dylan, playing everything he’s going to play without going through the ritual rigmarole of pretending you’ve done with your evening’s work when everyone knows you haven’t really finished. I guess if you’re bringing down the house, why stop until the roof caves in and all is rubble around you, at which point you make your exit, job done and proverbially dusted. Anyway, what a hot show this turns out to be. The last couple of times I’ve seen Dylan have been in fields, at the Hop Farm Festival in 2010 and this summer, on a wet and windy Sunday in Finsbury Park, and the time before that at the O2, where even from reasonable seats Dylan seemed to be playing in a separate postal district. Good as these shows were, Hop Farm particularly, it was a thrill to see Dylan again in a somewhat more intimate setting, more suited than the great outdoors to the kind of roadhouse ruckus you would even more prefer to hear in some sweaty club where the distance between band and audience is even smaller and you can smell the guitar strings burning, a sweet but unlikely dream. Anyway, Saturday’s show is in a high gear from the start, a slutty “Leopard-Skin Pill Box Hat”, the first of four songs featuring Mark Knopfler, who’d earlier opened for Dylan, back on stage, joining Charlie Sexton and Stu Kimble on guitars, with Dylan vamping at a suitably stripped-down keyboard set up, behind which, throughout, he jives, hilariously. Knopfler stays on for a wonderfully delivered “Don’t Think Twice, It’s All Right”, illuminated by Donnie Herron’s plangent lap steel parts, and a version of “Things Have Changed”. The latter is brightly enlivened in its new Tex-Mex arrangement and in the evening’s first major surprise is followed by an unexpected, beautifully rolling take on “Mississippi”, from “Love And Theft”, the first time I’ve heard it played live. “Honest With Me”, a much less celebrated song from the same album, but a pretty constant part of Dylan’s repertoire over the last decade, is then sensationally dispatched, Dylan stalking the front of the stage with a hand-held microphone, like a carnival barker, whipping up the crowd for the appearance of a two-headed woman or some similar eccentricity in a creepy burlesque freak show. The evening’s unforgettable twin highlights quickly follow – “The Lonesome Death Of Hattie Carol”, played as something approaching an austere waltz, with a succession of liquid solos from Sexton and a mournful instrumental coda featuring an extended harmonica and mandolin duet that’s quietly sensational. For ages now, one of the pinnacles of Dylan sets has been “High Water”, whose place is taken tonight by a similarly dramatic arrangement of “The Ballad Of Hollis Brown”. This is truly frightening stuff, whose daunting atmosphere you could describe as supernatural, something spooked and haunted, Dylan’s vocal making you shiver like a cold wind coming off a bleak and inhospitable territory, a place of abandoned hope. It’s a relief when Dylan turns then to a tender “Make You Feel My Love”, reclaimed from Adele and distinguished by another great guitar solo from Charlie Sexton. The hardy “Highway 61 Revisited” is utterly frantic by comparison and has rarely sounded so exciting, especially during the guitar-keyboard face-off between Sexton and a clearly grooving Dylan. We are returned to more sombre places with a hypnotically-paced “A Hard Rain’s A-Gonna Fall”, Herron’s mandolin again prominently featured. “Thunder On the Mountain” is splendid, but sounds at times rushed enough to make you think Dylan can’t wait to get to grips with what follows, which is a hugely melodramatic “Ballad Of A Thin Man”, made quite eerie by the echo on Dylan’s vocal, a novelty for Bob. After this, it’s a ceremonial procession through “All Along The Watchtower”, Sexton unleashing all the firepower at his disposal over the band’s tidal roar, a bruising “Jolene”, from Together Through Life, and the inevitable but never unwelcome “Like A Rolling Stone”, Dylan and crew heading for the wings, mission accomplished and all that.