Songfacts®:

• X frontwoman Exene Cervenka's older sister, Mirielle, was killed in a hit-and-run car accident on April 12, 1980 at age 26. Mirielle, an actress, was in Los Angeles at the time, set to premiere a film she starred in called Ecstatic Stigmatic, directed by her husband, Gordon Stevenson.
  
  Exene's bandmate/husband John Doe wrote this song about the accident, although per X convention, it is credited to both John and Exene.
• The "Mary" in this song refers to the Virgin Mary (Madonna) figurines that some Catholics put on their dashboards for protection. In this song, X points out that Mirielle's Mary didn't save her:
  
  It's a powerless sweet forgotten thing
  So the next time you see a statue of Mary
  Remember my sister was in a car
  Riding with Mary
  
  Cervenka says she "tried out every religion," but none of them stuck.
• In a Songfacts interview with Exene Cervenka, she called this "a song about protection."
  
  "It's about a lot of things," she said. "It's about life."