Frank's Wild Years, Tom Waits' ninth studio album, was written as the soundtrack for a play of the same name. Each song on the album tells one part of a broader story about Frank, with Frank being a guy who left "without botherin' to pack" to go chase big entertainment industry dreams... and failed utterly. Frank is the shadow side of the feel-good Hollywood rags-to-riches story.
"Train Song" is the second-to-last song on the album, but in some ways it's really the one that closes the narrative, and that closing is not a happy one. "Train Song" has Frank stranded in East St. Louis, drunk and broke, a life of unfulfilled dreams behind him, facing the realization that he can never really go home again. He's too beaten up now.
As novelist Thomas Wolfe said, "You can't go home again," but in this case Frank takes it to another level. He's blown it, big time. There is no returning to the hopeful, unblemished place from which he started.
An interesting detail not included in the lyrics is that Frank is singing this song while sitting on a park bench. In 1987, Waits told Rip Rense of the New York Post that "Train Song" is "kind of a gospel number. Frank is on the bench, really on his knees and can't go any further. At the end of his rope on a park bench with an advertisement that says 'Palladin Funeral Home.'"
The insinuation here is that he's looking at death. In Frank's Wild Years, we ultimately get the anti-Hero's Journey. Rather than answering the call of adventure and returning home a hero, Frank is a stranded failure with no way to get home.
This is one of four songs in his catalog where Tom Waits mentions St. Louis. The others are "I Bet Your Pardon," "Hold On," and "Time."
East St. Louis is a rough part of the city, possibly a metaphor for the worst part of any city.