Lyric discussion by nackteziege 

Christa released a CD entitled "Chelsea Girl". She died in Ibiza on 18 July 1988 after suffering a cerebral hemorrhage while cycling in intense heat.

So perhaps "Chelsea Hotel" is really meant to make an allusion to that. It's like, if you're sleeping in the "Chelsea Hotel", meaning involved in a life of drugs and such, "bad turns to worse and the worst turns into hell", like death [or literally Hell, depending on how harsh you want to be].

Wow, great thought eltroyo.

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