It was a leftover from High 'n' Dry that never got finished. By 1982 we had gotten back together to do Pyromania and we said, "Remember that thing we were doing …" Originally, it had more of a twin-guitar thing at the beginning, but it sounded too much like Thin Lizzy. So Steve came up with the new intro part. He started playing it, and we all looked at each other in the control room, like, "What the fuck is that?"
When it came time for the lyrics, Mutt said, "Well, what d'ya got?" And I told him, "I don't have any words, but I have an idea that's been percolating in my head." I used to live in a little basement apartment on the outskirts of London, toward Heathrow. It was a real dump — there was a hole in the wall with a poster covering it up, kind of like in The Shawshank Redemption. It wasn't an escape hatch, but it looked like one! And the poster that was over this hole was Marilyn Monroe. So I said to Mutt, "Wouldn't it be great to write a song about a woman who's the ultimate woman, but also a woman you could never have?" He said, "What do you mean, never?" And I said, "Because she's fucking dead!"
For the video, we stuck with the Marilyn Monroe theme all the way through. But the fact is, the song wasn't actually about her. It wasn't a "Candle in the Wind" type of thing. It just happened to be her on the poster. It could have just as easily been Jayne Mansfield. It could have been any iconic, tragic female.