Lyrically reminiscent of "Afraid To Shoot Strangers", this song shows once again the point of view of a soldier at war. The horrors he's witnessed, and even committed, are briefly described in short but efficient sentences – "Bodies moving, dying." There is once again the question of what the soldier is actually doing on that particular theatre of operations – may it be Iraq or Afghanistan – and what he's killing for.
It is difficult to pinpoint who this Mother of Mercy is, and even the lyrics remain quite evasive about the nature of this character – "Some say you're a lost cause, some say you're a saint." What is certain is that it is some kind of religious character, probably linked to the Virgin Mary in the Christian myth, although there is also a mention that it's the Angel of Death.
Religion – or what Steve Harris calls "bad religion", whatever that means – is being criticised as the apparent cause for the war this soldier is questioning. There is no doubt that he is himself a believer, calling in vain to his god both to forgive him for what he's done, to end all this atrocity. Naturally, none of this is going to happen though divine intervention, as there is no god to overlook the situation – only dangerously deluded people who caused it.