Legendary Yale literature professor Harold Bloom, 85, is author of “The Daemon Knows: Literary Greatness and the American Sublime” (Spiegel & Grau). He spoke with Marc Myers.

I never understood why The Band was classified as rock. I went to many of their live performances in the late 1960s and early ’70s, and the group always struck me as more roots and country. “The Weight” illustrates this distinction perfectly.

I...