Biography Bob Dylan Stories: A Guitarist Tells His Best One Bob Dylan was trying to put a new band together in the late 1980s. Guitarist G. E. Smith, known for leading the Saturday Night Live band, wanted the job. Smith got the gig in part because he knew the old Civil War song “Pretty Peggy-O.” Share This Previous ArticleThe Making of Michael Mann's 'Heat' Next ArticleMartin Scorsese Assembled the Work of Greats to Make 'No Direction Home' May 12, 2020