Dylan wrote "Knockin...." for the film Pat Garrett And Billy The Kid. He had a role in the movie, as well.
Guns N' Roses covered it on their 1991 album Use Your Illusion II. Personally, I loved their recording of it a lot.
In his own macabre way, Warren Zevon recorded the tune for his 2003 album The Wind. Zevon was dying of lung cancer when he recording it, and died shortly after the album was released. BTW, that recording has some stirring performances by Zevon and many illustrious guests.