I dunno if the death rate is really that high, or if Scorcese just really likes the good times/hard fall narrative arc. I bet he could direct the hell out of a Behind The Music episode.
(http://upload.wikimedia.org/wikipedia/en/8/84/Shinealightfilm.jpg)
spoiler (click to show/hide)
I know, not really, but still.
Oh wait, I had never heard of this one, and it appears to actually fit the bill:
(http://upload.wikimedia.org/wikipedia/en/3/36/Bobdylannodirectionhome.jpg)
Of course, he's not in the same league as the Stones (he probably ranks with other BTM stars like Journey and Motley Crue), but the flick will do.