Hal Ketchum identifies this as "the sickest song he's ever written." In a Songfacts interview with Ketchum
, he revealed the inspiration behind this song: "'Continental Farewell' comes from a character on Saturday Night Live
, called 'The Continental.' It's Christopher Walken in a hotel room, in a smoking jacket, with a Hungarian accent trying to lure this woman to the room. And it's a handheld camera. So you never see the woman, it's from her perspective. All the tricks he's trying to play to keep her in the room. 'Champagne?' it's a fantastic piece. So that sort of inspired it. And I wrote it with Jim Riley, who's just a sick funny individual. We'd been trying to write love songs, and we'd written a couple, pretty skanky love songs, they weren't really going anywhere. And then that idea just kind of presented itself. So we went with it."
Ketchum goes on to say that "Continental Farewell" is a special song that he only plays at a certain point in concerts where it would be absolutely appropriate.