Jimi wrote this in 1967 for Are You Experienced?; it was inspired by his girlfriend at the time, Kathy Mary Etchingham. He'd gotten into an argument with her about her cooking. She got very angry and started throwing pots and pans and finally stormed out to stay at a friend's home for a day or so. When she came back, Jimi had written "The Wind Cries Mary" for her.
Kathy Mary recalled, "We'd had a row over food. Jimi didn't like lumpy mashed potato. There were thrown plates and I ran off. When I came back the next day, he'd written that song about me. It's incredibly flattering." (Source Q magazine February 2013)
Jimi wrote the song quietly in his apartment and didn't show it to anybody. After recording "Fire" (which was about his sexual relationship with Kathy), he had 20 minutes to spare in the recording studio, so he showed it to the band. They managed to record it in the 20 minute period they had. The band later recorded several more takes of the song, but they all seemed very sterile and they decided to go with the original recording.
A lot of people assumed this was about marijuana, which is also known as "Mary Jane."
After all jacks are in their boxes
And the clowns have all gone to bed
You can hear happiness staggering on down the street
Footprints dressed in red
And the wind whispers Mary
A broom is drearily sweeping
Up the broken pieces of yesterday's life
Somewhere a queen is weeping
Somewhere a king has no wife
And the wind, it cries Mary
The traffic lights they turn a blue tomorrow
And shine their emptiness down on my bed
The tiny island sags downstream
'Cause the life that they lived is dead
And the wind screams Mary
Will the wind ever remember?
The names it has blown in the past
And with its crutch, its old age and its wisdom
It whispers "no, this will be the last"
And the wind cries Mary
Songwriters: Jimi Hendrix
The Wind Cries Mary lyrics © Universal Music Publishing Group, BMG Rights Management