Lyric discussion by illnoise 

Cover art for Albert Goes West lyrics by Nick Cave and the Bad Seeds

I was thinking this song was about Marilyn Monroe, and Henry Miller, Bobby Kennedy, and Albert Einstein.

But then I realized she was married to ARTHUR Miller, not Henry, so much for that interpretation. Aside from that, though, it makes a lot of sense that way, Bobby Kennedy went to prep school in concord, and "cautiously" sat out the 1968 primary in New Hampshire, though having a beer in a dive in a state capital is certainly a election primary behaviour, ha.

Einstein did visit Arizona and he co-invented a refrigeration method using ammonia.

But who knows, it's nick cave, I don't wanna be inside his head, ha.