| Blue, blue caravan
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| Winding down to the valley of lights
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| My true love is a man
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| Who would hold me for ten thousand nights
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| In the wild, wild, wailing of wind
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| He’s a house 'neath the soft yellow moon
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| So blue, blue caravan
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| Won’t you carry me down to him soon?
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| Blue, blue caravan
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| Won’t you drive away all of these tears
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| For my true love is a man
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| That I haven’t seen in years
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| He said, «Go where you have to
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| For I belong to you until my dying day.»
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| So like a fool, blue caravan
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| I believed him, and I walked away
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| Oh my blue, blue caravan
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| The highway is my great wall
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| For my true love is a man
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| Who never existed at all
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| Oh, he was a beautiful fiction
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| I invented to keep out the cold
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| But now my blue, blue caravan
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| I can feel my heart growing old
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| Oh, my blue, blue caravan
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| I can feel my heart growing old |