This song written by Knight with American country music songwriter Craig Wiseman was the English R&B/soul singer's first top 10 single in the United Kingdom. It is now recognized as Knight's signature hit.
The song was written about the break up of Knight's long term relationship as she had decided to put her career first. She told The Guardian March 12, 2010: "Sometimes personal thoughts and feelings end up being universal as well – Shoulda Woulda Coulda was all about a relationship that just didn't work out for me, and it ended up being a set of words for an emotion that loads of people go through. It's become one of my most enduring songs."
"Here Comes Your Man" is the closest the Pixies came to a hit in America. It was rumored to be about a drug dealer, but Black Francis says it's just a story about some hobos who travel by train and die in an earthquake.