In his notes for The Bootleg Series Volumes 1 – 3 , Bauldie describe the song as " a typical combination of nonsense and fun , just for the hell of it , really ... " ; author Oliver Trager likewise describe it as a " nonsense " song . Heylin write that the lyrics " revolve around ' dear , dear , dear , dear , Santa Fe ' ——ed intended to be both a woman 's name and the town in New Mexico . After five verses of rolling said words around , he move on . "