This was written for the movie At Close Range, starring Sean Penn, who was married to Madonna at the time. In 2004, Penn won an Oscar for his role in Mystic River. To this date, Madonna has never won an Oscar, not even for Swept Away.
Madonna wrote this with Patrick Leonard, who worked on many of her albums. Leonard also produced and played keyboards on albums by Rod Stewart and Elton John.
In a 2009 interview with Rolling Stone, Madonna said, "Sometimes when I'm writing songs, I'm just channeling. I could say that 'Live To Tell' was about my childhood, my relationship with my parents, my father and my stepmother. But maybe not. It could be about something in an F. Scott Fitzgerald novel or a story that I heard once. It's true, but it's not necessarily autobiographical."
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