It has never occurred to me to play the original versions of these 1966 oldies back to back, but guitarist Chris Proctor illustrates their compatibility: He intertwines "California Dreamin'" by The Mamas & The Papas with "Paint It Black" by The Rolling Stones, showing how both tunes share a similar feeling of rumination. By slowing down the tempo of "California Dreamin'" and strumming "Paint It Black" forcefully, he demonstrates that two melancholy tunes of notably different speeds can segue smoothly.
I suspect Leo Kottke would approach a medley of these tunes similarly.