During recording, from September 1988 to January 1989 at Johnny Yuma studios in LA, Madonna was at the worst point in her marriage to Sean Penn. She had filed for divorce the previous year but was spending time with him trying to work things out. 'I remember some days she wore sunglasses all day in the studio,' recalls her then co-songwriter and co-producer Patrick Leonard. 'She was going through very hard times.' Making the record, however, was her salvation. After the bouncy grooves of 1984’s Like a Virgin and the upbeat celebration of her love for Penn in True Blue (1986), Madonna was in a more introspective mood. Penn had an explosive temper, and as their marriage foundered amid constant fighting, her career hit a stale patch with professional flops Shanghai Surprise, the film she starred in with Penn, and Who’s That Girl, a comedy heist movie with a patchy soundtrack. Madonna found a focus for her divorce madness in the new album.
'We knew she was going through a lot of personal stuff,' recalls Donna De Lory, who, along with Niki Haris, sang backing vocals. 'We were friends, and I knew that she was channelling all that emotion into the music. It was going to be a much more personal record for her.' Madonna had just turned 30 and approached the studio like a confessional. 'She was writing songs that were very truthful,' says her other co-songwriter and co-producer, Stephen Bray. 'She has an interesting relationship with fear in that she compartmentalises it and then it comes out in her ferocity of personality. True Blue was about feeling romantic and wanting to be unabashed about love. Then she changed chapters. ‘Things didn’t work out the way I thought.’ That’s how Madonna processes fear, in Freudian pop writing - free association turned into pop songs.'
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