This song is about a man who cannot commit to staying to one woman. He moves from town to town, moving from woman to woman. That is, until he meets Colorado. He really does love her, but the gypsy soul in him tells him to leave. She wants him to stay with all her heart, but nothing can keep him grounded. He sees the woman he leaves in the waitress's eyes in the diner, and that only brings back memories for him.