“That’s the moment when I began to have compassion for boys again. There was no joy anymore when I saw guys in my crew crashing and burning over their love for a girl who was just urinating all over them. And I went, ‘Oh, I’ve just been on the other side of this.’ Whatever the realization, in that moment it was compassion that made me want to wipe the hair off their brow and give them a Guiness. That was always a popular move!
“My crew teaches me a lot. They recorded this album live with me. And though I would be having battles on different fronts, the road crew would let me into this world of boys, where it was safe and I could see it from their side of things.” (The Boston Globe, January 19, 1996)
“Yet this song really became about... [sings] ‘and are there devils with halos and beautiful capes, taking them into the flames, taking them into the flames.’ And I saw these lovely women ushering the men with the tears to their next place. Always connected to Fire, always all of us trying to find our own fire.” (World Café, March 1, 1996)
The song references Manfred von Richthofen, a German fighter pilot who was most famously known as the Red Baron. He served the Imperial German Army during World War I and gained reputation for being an invincible pilot: he won over 80 air combats, a distinction that turned him into a national hero. However, on April 21, 1918, he was shot down and died in the crash of his plane. Circumstances surrounding his death will be extensively debated in newspapers and essays. In the comic strip Peanuts, the dog Snoopy pilots his red-roofed house and competes with the Red Baron, who’s embodied by Charlie Brown. 
The Red Baron’s tragic death serves as a metaphor of a crashing relationship. The compassionate narrator watches the men’s planes crash because of cruel and inaccessible women. Hollywood stars Judy Garland and Jean Harlow are both referenced in the lyrics: both women were worshipped by men and millions of fans, both were tormented and met a tragic untimely death.
In Judy Garland’s case, she struggled with alcoholism and drug addiction most of her life and died at age 47 of an accidental drug overdose. She had always felt insecure about her physical appearance.  As for Jean Harlow, she was one of the greatest sex symbols of the 30’s and had affairs with many men. She was outspoken and unconventional. In 1937, she fell very ill during the shooting of a movie and died of kidney failure on June 7— a disease some people attributed to her excessive life style and heavy drinking, though it has never been medically proven. She was 26. 
Tori more than certainly referenced Jean Harlow in the song because of her tragic fate, but most of all because of her character in Howard Hugues’ Hell’s Angels (1930), a movie in which she played an ambiguous young woman playing with the main protagonist’s feelings during World War I. The hero (Roy) and his brother are pilots. Roy is very much in love with Harlow’s character, Helen, but doesn’t realize she doesn’t care about him and seduces other officers, including his own brother. He spots her in the arms of another man on the eve of a possibly lethal combat against the Germans and the next day, the brothers’ planes crash. They’re both captured by the Germans and Roy has to shoot his brother with a gun because he was about to betray the English to save his own life; as he refuses to talk, he is executed. 
Myth is what the Red Baron, Judy Garland and Jean Harlow all have in common, and we could argue this is why Tori referenced them in the same song. Indeed, they were all put on a pedestal and regarded as gods because of their aura and public image, but they were simple mortals in the end, though people didn’t seem to realize that.
The Dutch voices that can be heard during the song’s introduction belong to Tori’s sound engineer Marcel van Limbeek and another tech guy. They were actually testing a new microphone when Tori spontaneously wrote and played "Not the Red Baron" that was caught on tape because tape was always running to capture Tori’s spurs of inspiration. You can find the whole transcript of the voices on Inge’s great fansite The Velvets.