I used to do "Desolation Row" a long time ago. I can't remember how I set about learning it. Nowadays, the song with the greatest number of verses is "Mattie Groves" (31) which has a strong story line (and only takes about 3 minutes). Usually I already know quite a bit of a song before I start learning it. The one I have most difficulty with is "Shelter fron the Storm", and I notice Dylan doesn't always sing the verses in the same order.