^ Well, he has a very strange explanation for that song, though for me the resulting song doesn't convey much mystery. Apart from the unusual line about lemur skin, the lyrics don't stray very far from a conventional love song really. The acoustic version sounds quite nice though.
(PS: no, haven't seen the imagine documentary)
Bobbie Gentry came up with a great story song in Ode To Billie Joe, and although the events and characters are fictitious, all the place references are real.
The story of the narrator and Billie Joe McCallister seems to intrigue everyone who hears it:
What was actually going on "up on Choctaw Ridge"? To this day, Bobbie Gentry has not revealed the secret, preferring to claim that she doesn't know;
great songwriter, lousy eye-witness! The story inspired a movie that offers one interpretation, and there's also a blog for the curious which suggests other motives too:-
The Mystery of Ode to Billie Joe