In one of those big blues documentaries from a few years ago (Martin Scorsese?), it was stated that the "sold his soul to the devil" story actually started with Tommy Johnson - who told it of himself - and was only later attached to Robert Johnson.

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Incidentally, Hecate makes an appearance in Macbeth; she is summoned by the three witches, and gives them a scolding for their dealings with MacBeth - it is actually rather subtle; she is miffed that the witches are helping out Macbeth, because he is only interested in the dark forces as the means to get himself ahead, rather than for their own sake. The scene is thought not to have been written by Shakespeare, but added by a later director/playwright.