[The narrator is] reflecting on this relationship, and as the song progresses, you realize why she’s on [a] train — because she actually waited for this man to come get her and he never came. He kept saying that he was going to leave, but she never thought he would. So now you end up understanding the depth of their relationship, as to how it has created this rift between them. It’s a really beautiful story about the discovery of the one thing that we’re all looking for — this one thing that was made for us, that’s saving us. You’ll take that over anything.