In this song, Rickie Lee Jones
examines various unexplained events, wondering what the true stories are behind them. The first scenario is something that happened to her in real life, and gave her the impetus for the song:A gypsy boy came up to you
With a newspaper spread across his arms
To hide his fingers in your pocket
In the '80s, she was in France when four children conspired to pick her pockets. One distracted her by asking if she wanted to buy a newspaper, and the others went through her pockets (they didn't get her wallet). She thought about where those kids lived and if they would be punished for not stealing enough on any particular day.
She had that section of the song in mind for 15 years before she finally completed it, filling out the rest of the verses with other events that concerned her, including the 2000 United States presidential election, which some believe was stolen by George W. Bush.