The title Bridge of Sighs speaks the deepest of blues emotion. A person condemned to die having to cross over a river from prison to the gallows is in shame for the crime he has committed.

Cold wind blows
And Gods look down in anger,
On this poor child

Why so unforgiving and why so cold
Been a long time crossing Bridge of Sighs

In This Place is the second part of how the person crossing the bridge needs love.

In this place, filled with empty space
Your love holds the key, baby sympathize with me
I need you