Tight Connection to My Heart (Has Anybody Seen My Love?), from Empire Burlesque, 1985
Sample of the lyrics:
Well, they're not showing any lights tonight
And there's no moon
There's just a hot-blooded singer
Singing 'Memphis in June'
And they're beating the devil out of a guy
Who's wearing a powder-blue wig
Later he'll be shot
For resisting arrest
I can still hear his voice crying
In the wilderness
What looks large from a distance
Close up ain't never that big.
I never could learn to drink that blood
And call it wine
I never could learn to hold you, love
And call you mine.
The music video here.