Songfacts®:

• In "Henry Lee," a woman murders a guy because he loves another more than her. She does him in with a penknife and dumps his body down a 100-foot well. Cave has described it as "a story about the fury of a scorned woman." A recurring bird appears in each of the song's choruses, but it seems out of place and almost superfluous. Its significance makes more sense when you look at the song's source (more on that below).
• "Henry Lee" is one of many songs based on a Scottish ballad titled "Young Hunting." The original song goes back at least to the 18th Century and possibly even earlier. It's been covered many times by American and UK artists and has seen multiple titles, including "The False Lady," "Earl Richard," and "The Proud Girl." Bob Dylan covered it on his 1993 World Gone Wrong album under "Love Henry."
  
  Earlier versions of the song have longer narratives that include distinctly supernatural elements such as candles burning under water, a servant girl that's immune to fire, and a corpse that reacts differently depending on the guilt of the person touching it. In those versions, divers search for the man's body and find it at the bottom of a river. A servant girl is thrown into a pyre as punishment, but her innocence protects her from the flames. The guilty "lady" is instead thrown in, and justice is served. The earlier versions have a bird that knows the woman's crime and taunts her with its knowledge. In Cave's version, the narrative is shorter and vaguer, and only the seemingly irrelevant bird remains, all supernatural elements stripped away.
• A bluesman named Dick Justice recorded the song in 1929 as "Henry Lee," and that's the version that Cave drew most from lyrically – so much so that the story's well remains 100-feet deep rather than 30 meters as the International System of Units (aka "the metric system") favored by Cave's native Australia would have it.
• On "Henry Lee," Cave sings duet with English musician PJ Harvey, whom he was dating at the time. The relationship was short but intense. They broke up soon after.
  
  The pair have been tight-lipped about details, but it wounded them both. Cave's single following "Henry Lee" was "Into My Arms," which is believed to be about their relationship. Cave recorded his vocals in Melbourne, Australia, at Sing Sing and Metropolis Studios. Harvey did her part in London at Wessex and Worldwide Studios.
  
  This was the second and final single released off Murder Ballads, Nick Cave & The Bad Seeds' ninth studio album. The first single, "Where The Wild Roses Grow," also features a guest vocalist, this time Kylie Minogue. In that song the roles are reversed, with the man murdering the woman. The single includes murder ballads "King Kong Kitchee Kitchee Ki-Mi-O" and "Knoxville Girl" on the B-side.
• Rocky Schenck made the music video for the song. From the 1980s to the early 2000s, he created the album covers for Alice in Chains and made videos for notable acts ranging from Ace of Base to Devo, Joni Mitchell, and the Meat Puppets. He also did the video for "Where The Wild Roses Grow."
• Cave originally proposed that Harvey sing on "The Curse Of Millhaven," another Murder Ballads track, but she preferred to do the duet on "Henry Lee."