Tom Waits' Whistle Down The Wind has been one of those songs today, lodged in the brain, singing odd lines from it at inappropriate moments, irritating those in the vicinity. Like a lot of Tom, it would work as poetry. And I'm jolly grateful to this blogger who explains in some detail the meaning of "Marylebone coach". The best guess on "Mercy and Grand" is that it might be a real street corner, somewhere. There's a Mercy Drive, which adjoins Illinois 31, (which I suppose might be called Grand, locally), in McHenry, Illinois, which of course features in the lyrics of Johnsburg Illinois.