This sad and gut-wrenching song can be interpreted as Trent Reznor dealing with problems with drugs or alcohol, or a lost relationship with God, but many of the lines seem to point to a particular person ("I still recall the taste of your tears," "Think I know what you meant that night on my bed"). Reznor himself has never explained it.
This is the fifth track on Pretty Hate Machine, Nine Inch Nails' debut album. In their music videos and on stage, they appeared as a group, but in the studio it was essentially a Trent Reznor solo project. One of the guys who worked with Reznor but got frozen out of the album was Richard Patrick, who went on to form Filter. Reznor threw him a bone by having him create a guitar drone that segued from the previous track, "Sanctified," into "Something I Can Never Have."
A version of this song was used on the soundtrack to the 1994 movie Natural Born Killers, which Trent Reznor produced. The songs on the soundtrack incorporate dialog from the film; "Something I Can Never Have" uses a scene where the murderous couple Mickey and Mallory are having a quarrel.
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