Lucy Burroughs answered
The lyric "Where do you go when you're lonely?" is from the alternative country song When The Stars Go Blue, originally taken from Ryan Adams's album Gold.
Other bands, most notably Tim McGraw and The Corrs, have also recorded their versions of When The Stars Go Blue. Lyrics to When The Stars Go Blue by Ryan Adams
Dancin' where the stars go blue Dancin' where the evening fell Dancin' in your wooden shoes In a wedding gown Dancin' out on 7th street Dancin' through the underground Dancin' little marionette Are you happy now? Where do you go when you're lonely Where do you go when you're blue Where do you go when you're lonely I'll follow you When the stars go blue Laughing with your pretty mouth Laughing with your broken eyes Laughing with your lover's tongue In a lullaby Where do you go when you're lonely Where do you go when you're blue Where do you go when you're lonely I'll follow you When the stars go blue The stars go blue, stars go blue
Other bands, most notably Tim McGraw and The Corrs, have also recorded their versions of When The Stars Go Blue. Lyrics to When The Stars Go Blue by Ryan Adams
Dancin' where the stars go blue Dancin' where the evening fell Dancin' in your wooden shoes In a wedding gown Dancin' out on 7th street Dancin' through the underground Dancin' little marionette Are you happy now? Where do you go when you're lonely Where do you go when you're blue Where do you go when you're lonely I'll follow you When the stars go blue Laughing with your pretty mouth Laughing with your broken eyes Laughing with your lover's tongue In a lullaby Where do you go when you're lonely Where do you go when you're blue Where do you go when you're lonely I'll follow you When the stars go blue The stars go blue, stars go blue