Martin Scorsese released his documentary No Direction Home: Bob Dylan in 2005.
The film traces Bob Dylan’s rise from his arrival in New York in January 1961 through the cultural upheaval surrounding his move from acoustic folk music to electric rock. It concludes around 1966, after Dylan’s motorcycle accident and withdrawal from touring.
Produced for television, the documentary combines interviews with Dylan, archival footage, photographs, concert performances, and commentary from musicians and cultural figures. Its title comes from Dylan’s song “Like a Rolling Stone.” The film was also accompanied by The Bootleg Series Vol. 7: No Direction Home: The Soundtrack, a collection of Dylan recordings from the period covered.
A common mix-up is confusing the documentary with the soundtrack album: both appeared in 2005, but the question asks about Scorsese’s film. No Direction Home is also distinct from Scorsese’s later Dylan-related project Rolling Thunder Revue: A Bob Dylan Story, released in 2019.