Bob Dylan’s made a career out of confounding the expectations of his fans, and October 2002 was no different. He’d been off the road for a little over a month at that point. When the Never Ending Tour started up again at Seattle’s KeyArena he suddenly was playing a piano on the side of the stage for half the night. Even more shocking than that, he played three Warren Zevon songs along with “Brown Sugar” by the Rolling Stones.