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In the 2006 DVD documentary The Classic Artists Series: The Moody Blues ( DVD UK, released October 2006 ), Mike Pinder, the former keyboard player of Birmingham R & B band The Moody Blues, states that the inspiration for the song actually rests with an incident that happened to them — a groupie climbing into an open bathroom window in the band's home and spending the night with band member Ray Thomas.
The next day, Pinder and Thomas recounted the story to McCartney, who — guitar in hand — strummed and sang " She came in through the bathroom window ..."

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