They had just finished a concert nearby. The man claimed to be part of the entourage.
The manager of Antonio's Pizza was asked when he knew something was wrong.
"A couple hours in but it was already obviously too late. I mean, we assumed, we took it on faith that the guy would be back," said Sean McElligott.
The pizzeria gave away as many of the pies as it could, but had to throw away the rest. Bob Dylan's people said they knew nothing of the incident.
Amhurst authorities are investigating and trying to figure out if a crime was committed.