The title of this song comes from the quote "Of all the gin joints, in all the towns, in all the world, she walks into mine" from the 1942 movie Casablanca. Humphrey Bogart, in despair over an unexpected run-in with the woman who broke his heart, utters the famous line as he drowns he sorrows in his bar.
In this song, Fall Out Boy frontman Patrick Stump has fallen for a girl but struggles with self-doubt, thinking she won't regard him as highly once she gets to know him better.
This was used in the 2003 TV movie Windy City Heat.
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