I saw an interview with Steve Martin this weekend (he's written an autobiography called "Born Standing Up") where he told the story of meeting Elvis in Las Vegas, where he (Martin) had been opening for Ann Margaret. Elvis went up to him and said, "You've got an oblique sense of humor." Then added, "I do to, but no one gets it." As some of you know, I think Elvis was one of the original Advanced Artists, and this only reinforces my belief, as it shows that he was completely aware of what he was doing with his art but we just didn't get it.
The postscript to the story was that he showed Steve Martin the three guns he was carrying.