Lyric discussion by Arbiter 

Cover art for Sky Blue lyrics by Peter Gabriel

I believe this song was written for the movie "Rabbit Proof Fence", which follows the true story of three aborigine girls escaping government kidnapping in 1930's Austrailia. They make a long trek home following a rabbit fence cutting across the outback.

Gabriel wrote the score for the film, (released as Long Walk Home) and while the tune for Sky Blue is on it, the lyrics aren't. Can't recall if the song is actually in the film or not.

All that said, there's many songs about being on the road...but this is one of the few I've heard that actually captures that sad, empty feeling of either being away from home or wandering looking for a place to call home...be it a dwelling or person.