This Steve Martin/Edic Brickell song is an untraditional traditional murder ballad. Usually the girl dies by strangulation, stabbing or drowning at the hands of her evil lover and left for dead somewhere. Sometimes she turns into a swan or something. It's all very tragic. Often the killer is caught and hanged. The country gal in this song, however, has a Daddy who taught her how to take care of herself. Probably comes from one of those families that "cling to their guns and religion." The ending of this murder ballad is rather different from the way most of these things turn out. You will smile, I promise.
Tom King