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People Say:

The song was written by David Pirner to describe his own battles with depression.
If I want your opinion I'll ask ya. David Pirner (Soul Asylum:April Fool)
Listening to Runaway Train by Soul Asylum, Dan Murphy, David Pirner, Grant Young & Karl Mueller, on my Echo!
Soul Asylum, Dan Murphy, David Pirner, Grant Young, Karl Mueller - Runaway Train - Grave Dancers Union