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Steely Dan – Daddy Don't Live In That New York City No More Lyrics 13 years ago
I think this from the perspective of a child. Criminals have children too.
Daddy has gone out "to see a joker and I'll be right back"
Daddy has disappeared. If they knew what happened to daddy they would have said so.
Daddy is some sort of criminal and a heavy drinker.
He has a piece (Gun) a girl friend called Lucy.
I think the line "We know you are smoking wherever you are" is said in innocence by the child but means he is smoking in Hell.

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