Nashville songwriter John Scott Sherrill wrote this. Says Sherrill: "That's one of my favorite records ever. For some reason these really personal songs end up getting cut, and that was another one of them for me. That very girl, the Wild And Blue girl, she finally said it was over. I was just driving all night long, just like it says in the song, and actually started writing it in the middle of that drive. I didn't finish it or anything, but the idea: there I was holding on to nothing but the steering wheel. I got the brief kind of glimmer into the song right there. I really was driving away. I didn't know where I was going and I didn't care. I just knew I had to get out of town. I ended up at a little state park called Montgomery Bell State Park, and I just sort of slept in my car down there."
Peter Wolf recorded this with Mick Jagger singing the harmony parts. Their version appears on Wolf's 2002 album Sleepless.