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The woman who sings the haunting, unsettling ending and bridge is a British woman by the name of Marianne Faithfull. She started out as a member of London's '60s swing scene, moving up slowly through a life of love, loss, and drug abuse. (thanks, Lacy - Yukon, OK)
The song is about a celebrity who is fading into obscurity and it is driving her mad. The theme is similar to that of the movie Sunset Boulevard.
Some of Faithfull's lyrics ("Say yes... at least say hello...") were taken from the Marilyn Monroe movie The Misfits.
When Metallica plays this live, the crowd sings Faithfull's parts.
Metallica performed this on Saturday Night Live with Faithfull. (thanks, Bertrand - Paris, France, for above 4)
Allen Toussaint - "Southern Nights"
A song he wrote and recorded from "sheer spiritual inspiration," Allen's didn't think "Southern Nights" had hit potential until Glen Campbell took it to #1 two years later.
Brad Smith of Blind Melon
The Blind Melon bassist/songwriter tells the story of "No Rain," which he wrote before the band was formed.
Al Jourgensen of Ministry
In the name of song explanation, Al talks about scoring heroin for William Burroughs, and that's not even the most shocking story in this one.