Songfacts®:

• The alternate title is "To Anais Nin and Sylvia Plath with Regards, Marilyn." Anais Nin was a memoirist who struggled to be accepted in literary circles and whose complicated love affairs formed the basis of much of her erotica; Sylvia Plath was a poet and novelist who committed suicide at age 30; and Marilyn Monroe suffered a private torment of depression and drug abuse that led to her death at age 36.
  
  Ryan explains to Songfacts how the three women inspired the song, which ends with the refrain "the good die young": "They are all fascinating and tragic humans. I just started to imagine, you know how sometimes you wake up in the dead of the night, (like 3:00 or 4:00), with all of your worries and concerns of the day spinning around in your head and you can't get back to sleep? Well, I just started to wonder what those three would think about when it happened to them. I imagined they all felt very lonely and frightened. I think everyone who wakes up in that hour has experienced some of the same feelings. I know I have. But those three must have had some pretty dark nights! Yet they shone so brightly in public. Fascinating."