I totally made up a narrative with all of the tracks in my head but it's probably all wrong
I assume that the whole album is a the course of the relationship with Jim? I've no idea, but I think Cruel World kind of explains the start of their love, and how the 'world is cruel' anyway so even if he's not right, why shouldn't she love him, etc. Then Ultraviolence shows that the love is twisted, and is an abusive relationship, but she loves him so much that she's blinded by it. Shades of Cool I don't really know where it fits in because I don't like it so don't listen to it

Brooklyn Baby is her being happy in the relationship, one of the high points I think, just her with her boyfriend playing the music and remembering where she's from a la Jenny from the block.
I really LOVE the way that West Coast ends in "I'm in love, I'm in love..." and that directly contrasts with the end of sad girl only 5 minutes later "I'm a sad girl, I'm a sad girl...", Sad Girl is kind of the turning point of the story in my mind, where she realises that he's not good, and the things he does makes her unhappy, and though she tries to love him she can't carry on which all comes out in Pretty When You Cry (the end of the relationship, I think). With the lyrics combining with the almost angry instrumental, it's one of my favourites on the album

Also, do we know why it's called Pretty When You Cry when she sings 'When I cry'? I guessed it's that Jim(?) tells her she looks pretty when she cries, though he was probably the reason for the tears. I dunno. Money Power Glory-Old Money kind of seem like the reform to me though, like post-relationship, but Old Money is so sad

The way she says she'll just run back to him if he called out to her.
Aka, I read way too much into things
