Mary Jane's Last Dance
Most people "know" that 'Mary Jane' is a reference to cannabis. Other than this song, the only time I ever saw this was in anti-drug pamphlets from groups such as D.A.R.E (I called the group Drugs are Really Excellent), whose solution to the "drug problem" was to convince grade schoolers to turn their parents in for smoking pot and to tell parents that if their child took one hit of a joint that they were lost to the world indefinitely. People in my circle would use this term to jokingly suggest what a narc might say. Anyway these things tend to be different over different regions and time periods but tha is my excuse.
In case you think he is referring to the girl in the song, there is the last line of the song (which literaly makes me cry when I sing it, I really don't know why but certain songs have lines in them that bring me to tears, which are often not even that sad. This one is kinda sad but still...)
It was too cold to cry when I woke up alone. I hit the last number. I walked down the road.
'Number' refers to a joint (aka Marijuana cigarette) and "hit" of course refers to embibing or 'taking a hit". This might be old news to everyone, but my experience has been that some people, who were never a part of the "scene" can be fairly clueless about this kind of thing. So he is taking the last joint from his stash of Mary Jane. This isn't to say that there isn't an intentional double meaning here. I will leave that to the poetry buffs.
