Famous Blue Raincoat -- Leonard Cohen

It's four in the morning, the end of December  I'm writing you now just to see if you're better 
New York is cold, but I like where I'm living  There's music on Clinton Street all through the evening. I hear that you're building your little house deep in the desert 
You're living for nothing now, I hope you're keeping some kind of record. 

Yes, and Jane came by with a lock of your hair  She said that you gave it to her 
That night that you planned to go clear   Did you ever go clear? 
 the last time we saw you you looked so much older  Your famous blue raincoat was torn at the shoulder  You'd been to the station to meet every train 
And you came home without Lili Marlene 

And you treated my woman to a flake of your life  And when she came back she was nobody's wife.  Well I see you there with the rose in your teeth 
One more thin gypsy thief Well I see Jane's awake She sends her regards. 

And what can I tell you my brother, my killer What can I possibly say? 
I guess that I miss you, I guess I forgive you I'm glad you stood in my way. 

If you ever come by here, for Jane or for me 
Your enemy is sleeping, and his woman is free. 

Yes, and thanks, for the trouble you took from her eyes  I thought it was there for good so I never tried.  And Jane came by with a lock of your hair 
She said that you gave it to her  That night that you planned to go clear -- 

 It is the sixth track on his third album, Songs of Love and Hate, released in 1971. The song is written in the form of a letter  The lyric tells the story of a love triangle between the speaker, a woman named Jane, and the male addressee, who is identified only briefly as "my brother, my killer."           (wikipedia)