The Stones recorded this in Keith Richards' villa in France. The rest of the band rented houses nearby, but they used Keith's basement as a studio because they liked the sound. Because it was not a controlled environment, they got a weird sound when they recorded this, but decided to leave it in.
The band picked the title because the basement where this was recorded had only one small window, and the air got very stale.
This is credited to Jagger/Richards/Mick Taylor - it's only Stones song guitarist Mick Taylor received a writing credit for. One of the reasons Taylor left The Stones in 1974 was because his songwriting was not being credited, meaning he did not get royalties.
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