This song was inspired by a conspiracy theory website called Rigorous Intuition that vocalist Andrew VanWyngarden became engrossed in. He explained to NME: "This Canadian guy who does it just goes way too deep on the most messed-up stuff that's happening. I enjoy reading it, but I hope it's not really happening because it's the most sadistic, awful stuff. You can go to this blog and spend a couple of days reading and just crying."
The song's music video stars Michael K. Williams, who is best known for playing Omar in The Wire. He portrays The Plant Hunter, a criminal who turns genetically modified plants into drugs.
Kacey Musgraves originally offered "Follow Your Arrow" to her friend Katy Perry. However, Perry thought Musgraves should record the song herself as it seemed, "like something that you would totally say."
Two tears roll down Sinead O'Connor's face. toward the end of the video for "Nothing Compares 2 U." They were shed because she associated the song's lyrics of love and loss with her mother, who was killed in a car accident in 1985.