Lyric discussion by Rut 

Chicago actually lies in Illinois, not in California. This probably means Robert had not yet been to Chicago prior to the recording of this song. But it i think California could also be a metaphor, 'the land of california' could be an alternative way of saying: 'that place of great riches'.

Oh yeah check out this great site with a lot of lyrics and information about blues songs and blues in general: blueslyrics.tripod.com

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