Lyric discussion by SubAstute 

Cover art for Laura lyrics by Bat for Lashes

Think I unraveled part of the mystery of "Laura", as everyone is wondering who it's about. It's likely about actress/singer Nell Campbell whose real name is Laura Campbell. She was in ''The Rocky Horror Picture Show''

Song Meaning

[Rest of my comment was cut] She was in ''The Rocky Horror Picture Show'' and danced on the tables at her famous club Nell's in NYC, hence the reference to "this old horror show" & dancing on tables in the lyrics. And Nell is "famous for being famous", a superstar! Reference: http://www.nytimes.com/2003/04/09/dining/dinner-with-nell-campbell-matilda-roche-diva-enters-with-marabou-mashed-potatoes.html?pagewanted=all&src=pm