Daddy Don't Live In That New York City No More Lyrics

Lyric discussion by Robster62 

Cover art for Daddy Don't Live In That New York City No More lyrics by Steely Dan

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.