Madonna wrote this with her frequent collaborator Shep Pettibone, along with Tony Shimkin. According to Pettibone, it wasn't an easy experience. He told Icon magazine in 1992: "'Deeper and Deeper' was one of those songs she always had a problem with. The middle of the song wasn't working. We tried different bridges and changes, but nothing worked. In the end, Madonna wanted the middle of the song to have a flamenco guitar strumming big-time. I didn't like the idea of taking a Philly house song and putting 'La Isla Bonita' in the middle of it. But that's what she wanted, so that's what she got."
This song is remembered for its video, which features an attractive young woman living it up in the big city, particularly its clubs with their alcohol and one-night stands. The lyrics, by contrast, seem to indicate an unhappy childhood, so there could be a message about childhood trauma and frustrations leading to reckless behavior in adulthood.
The lyrics "When you know the notes to sing, you can sing most anything" reference "Do-Re-Mi" from the 1959 musical The Sound of Music.
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