A deeply religious person is a tourist in life, thinking eagerly about returning home to God. A less religious or secular person is a traveler, unsure of any desire to return home, uncertain if there is a home. Put another way, from a religious perspective, we are all unwilling immigrants in the land of the living, exiled from paradise and placed into the broken and happily temporal world where we must struggle against the temptations to do evil and instead choose to do good. To the religious person, there are signs of truth everywhere. To the secular, reality is only reality without intimations of Godly designs or Heavenly destinations.
In "I Pity the Poor Immigrant" Bob Dylan wonders what God thinks of all this. Indeed, the song is told from God's point of view. The tune is taken from the folk song "Tramps and Hawkers" which celebrates life on the open road. The language for "Poor Immigrant" is taken from the 26th chapter of Leviticus in the King James translation. For example, Leviticus 26:20 reads: "Your strength shall be spent in vain: for your land shall not yield her increase" and Leviticus 26:26 reads: "Ye shall eat, and not be satisfied." Leviticus 26 is about the blessings of obedience to God and the costs and consequences of disobedience. This song is about those who disobey. Dylan sings for God and sends a warning.
"God" expresses pity in the first two lines, but then spends the rest of the song--with a few repetitive invocations of pity--detailing how the "immigrant" uselessly disobeys. That immigrant employs his every power to cheat and lie, but all to no avail; loneliness is the only result. The godless hate their lives, but, trapped in a choice between two forms of torture, fear death as well. The immigrant worships money and, God laments, "turns his back on me." After a review of the mistakes the immigrant makes, Dylan speaking as God ends with: "I pity the poor immigrant/When his gladness comes to pass." The dire prediction in this line, with its suggestion of a harsh judgment to come, drains the expressed pity of mercy.
Given Dylan's later talk about the Devil, some have interpreted the song as the immigrant being under the spell of the Devil. I see instead an immigrant making a free choice between good and evil and choosing evil. That is, the song takes a traditional Jewish view and not a Puritanical view of evil. This is somewhat surprising given the Christian imagery that suffused Dylan's previous album, Blonde on Blonde. But much had taken place in Dylan's life between that album and John Wesley Harding such as his motorcycle accident, recovery, and the beginning of his family.
Such a reading of evil from a Jewish perspective is helpful in understanding why Dylan takes quotes from the Hebrew Bible (if still using the King James translation.) It is also helpful in explaining the only confusing line in the song: "Whose Heaven is like Ironsides" (the "I" is capitalized in the lyrics section of bobdylan.com). With a capital "I" and in the plural, the word refers to soldiers who served under Oliver Cromwell. The iron in them referred both to their implacable method of fighting and to their dogmatic Puritanism. Interpreted that way, God in the song is saying that the Puritan vision of Heaven is incorrect. That is, the song may be an attack on the very strain of Christianity that Dylan would later embrace. In this song, Dylan allies himself with the Hebrew prophets who spoke on behalf of God to warn the people that they must follow God's ways.
But this is only one song in the ongoing competition for Dylan's soul between two forms of religious strictness and between such strictness and the alluring wild life of a romantic artist.