This is the last song on the album, and it is his last night of killing before his deal with the Devil will be completed and he can see his lover again, hence the lyrics, "Another night and I'll see you" because he is almost done collecting 1000 souls. All the killing that he has done has made him feel dirty and the "stain that won't come off the sheets" is referring to something that he'll never be able to forget. He thinks the Devil has lied to him, and he didn't send him to his lover, but he feels that he should stop killing now as they'll eventually meet again in another life. The Devil ruined his plans of being with his wife and metaphorically shot him twice in the back of the head, and now they're both dead.
Rhiannon - Manchester, England