Lyric discussion by StickityWicket 

Cover art for Papa Won't Leave You, Henry lyrics by Nick Cave and the Bad Seeds

I would argue that this might, lyrically, be Nick finest song - which is a statement considering this is one of his best lyrical albums.

As for what it's all about - i think there's a lot of room for interpretation here - to me it sounds like the whole thing is about Brazil and this is a exaggerated amalgamation of the sights and sounds he experienced while living there - with possibly some dream imagery thrown in for good measure. Might not be specifically about Nick personally, but maybe the persona of a haunted man attempting to escape the world in south america and finding it just as bad there, if not worse. But then again, couldn't that be Nick personally?