(From Wikipedia.com)

Murder Ballads- Nick Cave and the Bad Seeds

1. "Song of Joy" is a story of a man whose wife Joy and their three children, Hilda, Hattie and Holly, are murdered, leaving the man a drifter, as all he loves and holds dear has been stolen from him. In Cave's biography, Bad Seed by Ian Johnston, which only goes up to the preceding album Let Love In, it is mentioned that he was working on a new song called "Red Right Hand II", involving a man killing his three children. This may be the same song in a finished form, and, indeed, the lyrics mention "in my house he wrote his red right hand, which I'm told is from Paradise Lost". The Narrator portrays himself as the victim of the crime, however, other references to Milton suggest the narrator is obsessed with him and in fact, possibly perpetrated the crime himself.
2. "Stagger Lee" is based on a traditional song about the African-American murderer of the same name. Cave's version draws most of the lyrics from a 1967 transcription published in the 1976 book The Life: The lore and folk poetry of the black hustler (see reference).
3. "Henry Lee" is also based on a traditional song (or two), often referred to as Young Hunting. It tells of a woman who kills a man because he did not sleep with her or love her. It is a duet with PJ Harvey, a British rock singer who was in a relationship with Cave at the time.
4. "Lovely Creature" tells an abstract tale of finding and losing love through death. It is possible to interpret the lyrics as a sort of vanishing hitchhiker legend.
5. "Where the Wild Roses Grow" was a very popular duet with Australian pop singer Kylie Minogue. Nick says the traditional song "The Willow Garden" was the song that inspired him to write "Where The Wild Roses Grow". It's a classic tale of a man courting a woman and killing her while they're out together.
6. "The Curse of Millhaven" is a song of a mad girl called Loretta whose "eyes are green" and "hair is yellow". She describes the deaths of townsfolk, pointing out how "all God's creatures, they've all got to die". It is then revealed, in the failed stabbing of Mrs. Colgate, that Lottie is in fact the killer. "Curse" uses the fictional town of Millhaven, created by Peter Straub and came out on paper in his books regarding "The Blue Rose Murders". In particular, the novel The Throat has been recommended by Nick.
7. "The Kindness of Strangers" centers on a young girl named Mary Bellows, who travels to see the ocean. On the way she meets Richard Slade, but tells him to leave once she has a room. She finds herself lonely and unlocks her door, only to be killed by (presumably by, although it is not explicitly stated) Slade.
8. "Crow Jane" shares its title with a traditional blues song. Cave's version appears to be entirely original. In his version, it seems Crow Jane is gang raped, then visits a gunshop, arms herself, and kills the twenty miners who raped her.
9. "O'Malley's Bar" is a long song about a man who goes into a bar and kills his fellow townsfolk. He feels elated and sexually aroused by this killing, but is caught by the police. In the car, moving away from the bar, he begins counting those he killed on his fingers. The chances are he'll have a hard time keeping track; the song runs for over fourteen minutes.
10. "Death Is Not the End" is a song featuring several vocalists, such as Anita Lane, Kylie Minogue, PJ Harvey, and Shane McGowan, including Cave himself and his bandmembers drummer Thomas Wydler and guitarist Blixa Bargeld. They each sing a verse in this cover of a Bob Dylan song, the only song in which an actual death does not occur.

The death count on the entire album comes to 64, or a mean average (rounding) of 6 deaths per song.