"Love and Theft" was released on September 11, 2001. Recorded with his touring band, Dylan produced the album himself under the pseudonym Jack Frost. The album was critically well received and won several Grammy nominations for the award. Critics point out that Dylan has been expanding its musical palette includerockabilly, swing jazz, western, and even a lounge ballads.
In 2003, Dr. Dylan songs of the period of his evangelical "born again" and participate in the project must CD Serve Somebody: The Gospel Songs of Bob Dylan. This year also released the film Masked & Anonymous, a collaboration with television producer Larry Charlesthat Dylan appeared on the model was well knowns, including Jeff Bridges, Penelope Cruz and John Goodman. The film polarized critics: many consider to be "chaotic mess" some are regarded as a serious work of art
Martin Scorsese's biopic of the famous No Direction Home was released in September 2005. It was shown on September 26 to 27, 2005 on BBC Two in the UK and PBS in the United States. This documentary covers the period from Dylan arrived in New York in 1961 for his motorcycle accident in 1966, featured an interview with Suze Rotolo, Liam Clancy, Joan Baez, Allen Ginsberg, Pete Seeger, Mavis Staples, and Dylan himself itself. The film won the Peabody Award in April 2006 and the Columbia Dupont Award in January 2007. Theaccompanying soundtrack with songs that have not been released at the beginning of Dylan's career.