Lyrics:

Do you ever wonder
Where love goes?
Up there in the ether I suppose
Sometimes it burns enough to leave a trace in the air
A ghost of me and you in a parallel world somewhere

Do you ever think about that walk to the station
And how it all ended then and there
As if a door just opened and we vanished in the air
Into a parallel world somewhere

I know you've wondered and I wonder as well
But I'm not a secret that you've kept
My heart broke just that once
I know the place it fell
By Piccadilly Station I sat down and wept

Does anyone witness such a disappearance?
One minute you're standing in the rain
The air just seems to shiver and you're never seen again
Never seen again