Bob Dylan, Wembley Arena, London

Given the vicissitudes, spiritual, political and musical, that have constituted Bob Dylan's 40-year career so far, he would have to go some to surprise his loyal congregation now, you'd think. Shave off all his hair, perhaps. Suddenly bulk up 60lb. Or something equally ridiculous, such as playing an entire tour perched behind an electric piano, never once touching a guitar.

Well, his hair's still a rebellious tangle, and, yes, he's as rake-thin as ever. At least, that's the way he appears, from what I can see of him behind his piano. Even by Dylan's quixotic standards, this is a strange show. The announcement that introduces him, once quizzically curt, has expanded into a mini-biography listing his achievements decade by decade - and even his failings, at one point acknowledging how he slipped into substance-abuse in the Eighties, only to return all the stronger for conquering it: an extraordinary admission from this most private and unforthcoming of celebrities.

And, of course, his musical style has changed yet again, reflecting changes in his band and in his function within it. Whereas recent Dylan shows have leant heavily on a kind of supercharged rockabilly approach, this set relies more on the blues, with Bob's new-found fascination for piano dictating new shapes and arrangements for songs that have already metamorphosed dozens of times. Sometimes, it is to their advantage: the opening "Maggie's Farm" works fine as a rolling blues-rocker, and Dylan's declamatory chords bring an appropriately portentous mood to "All Along the Watchtower". But several songs are ill suited to the new mode, most notably a draggy "Mr Tambourine Man" conspicuously lacking the lightness implied in the song. Not for the first time, it is Dylan's leaden chording, heavy on every beat, that's responsible.

"Boots of Spanish Leather" and "The Lonesome Death of Hattie Carroll", relative rarities in Dylan's set-list, both stumble in sloppily and never surmount their initial shapelessness; but "Desolation Row" survives the transition to rolling blues-form rather well, the piano raising memories of Dylan's classic Sixties electric sound. The same applies to "It's All Over Now, Baby Blue", recast as contemplative country-blues, with the piano recalling "Just like Tom Thumb's Blues". The most successful adaptation is "It's Alright, Ma (I'm Only Bleeding)", a rockabilly rave-up the last time we heard it, now reborn as a blues slouch loosely draped around the riff of "Smokestack Lightnin'", with Larry Campbell adding weird trills of what appears to be oud - a bizarre blend of elements that shouldn't work but does. It goes without saying that the line about even the president of the United States sometimes having to stand naked gets a huge roar.

One positive result of Dylan's new style is that we get far more of his harmonica than usual. His rudimentary piano stylings render solos ill advised at best, so when Bob wants to stretch out a bit, he reaches for the mouth organ, playing it one-handed while continuing to vamp along with the other.

Throughout the show, a lonely mic-stand holds centre stage, unattended, waiting on Bob's whim. Which never comes, despite several misleading moves in its direction. On more than one occasion, he goes walkabout mid-song, moving out from behind the piano to totter haphazardly across the stage on cowboy-booted pipe-cleaner legs, before returning, just as accidentally, to his piano.

It is as though Dylan feels that, tucked away stage left, he should make some gesture of visibility for the audience's sake; but once out there, front and centre, without the shield of a guitar, he loses conviction and retreats. Even a performer of Bob Dylan's experience sometimes has to stand naked.

Touring to 25 November