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Notes -
I have a little blog post milling around in my head about one of my favourite lyrical/poetical "tricks" – using e.g. the refrain as a framing device, but having the meaning of the refrain changed by the context of the verses so that it implies something else in the end. I'm probably never going to get around to writing it, so I'll give you the abridged version of some examples I've had in mind that may be of interest. It's pretty common for European folk songs to use it:
"Son Ar Chistr/The song of the cider", a traditional song from Brittany (YT: Alan Stivell, 1970).
It begins as a drinking song – "Drink cider, Laou, for cider is good! A penny, a penny a glass!" – but the verses quickly descend into telling how the singer is an alcoholic womanizer and was kicked out of his house by his wife, so when the same refrain comes back it's clearly about him drowning his sorrows in cheap alcohol instead.
"Hej Sokoły", a Polish/Ukrainian folk song (YT).
It begins with an uhlan cavalryman sent out to fight in a foreign land, saying goodbye to his girl. The refrain is then about falcons flying past the mountains and forests, seemingly symbolizing his untetheredness from his home. However, in the last verse he gets killed, so now the falcons in the same refrain are instead his last thread back to home. (I also like the turn in the "Wine, wine, give me wine!" line, as the first obvious interpretation is quickly turned around to mean that he wants alcohol as an anesthetic).
"Jag hade en gång en båt" Swedish/Dutch singer-songwriter Cornelis Vreeswijk is also a rather good but more advanced example. (YT, and Lyrics), set to the same (originally Bahamian folk) melody as Sloop John B by the Beach Boys.
The first verse is about the narrator reminiscing about an old boat he once owned and then lost. In the second, he sings about an old dream he had and lost also, and so on. In the final verse it's a city park, gone due to a nuclear bomb. The song then quickly unwraps back, so you can have a new interpretation to each verse – from the figurative (the hopes and dreams of the narrator dying in the blast) to the concrete (the boat was lost due to everything being obliterated). Reexamining the first verse where the narrator states that he had a boat "so, so long ago", one can interpret that not as a nuclear war survivor or anything but rather humanity as a whole, implying the second verse means that all the hopes and dreams of humanity is gone.
As @ulyssesword suggests, this is a common trope in country music of the 20th century, with a few new entries still popping up from time to time. From the oldest songs like “Knoxville Girl,” “Long Black Veil,” and “Under the Weeping Willow” to relatively modern entries like “You Can Let Go Now, Daddy,” “Wasted,” and even Taylor Swift’s “Love Story;” I imagine that country, as America’s only commercial genre with direct ties to folk song, produced these “twist” ballads in a continued tradition of the European songs you mention.
As an aside, Contemporary Christian Music (as a frequent imitator and proximate neighbor of country music) also produces twist ballads with songs like Steven Curtis Chapman’s “Cinderella,” Michael W. Smith’s “This Is Your Time,” and the mega-hit “Butterfly Kisses” (which contains the common “daughter song” trope of Verse 1 - Birth/Childhood, Verse 2 - Adulthood/College, Verse 3 - Wedding… the trope occasionally branches into Verse 4 - Death).
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How about Margaritaville? First verse, lazy beach blues. Second, mounting frustration. Third, my God, this is all my fault. Conveyed by a single line change in the chorus.
I love Robert Earl Keen for similar reasons. It's the little things.
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Another one: Tim McGraw- Don't take the girl TL;DR: Don't take the girl fishing with us. Don't kidnap my girlfriend. Don't let my wife die in childbirth.
Also, tvtropes is a fantastic resource. I followed the trail from that song to the artist then to Dual Meaning Chorus which contains dozens of examples.
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