The song was written about his wife. She was going to go shopping and he asked her if she needed money. The co-writer Ricky Dees who was there at the time said "A Pretty Woman never needs any money". That's where the song came from. Orbison was among the best guitar players in Rock and also one of the most unique both in his playing and his voice. Some of his best work though was with another group of friends he joined in forming a band called The Traveling Wilburys. Bob Dylan, George Harrison, Tom Petty, Jeff Lynne from ELO, and Roy. This happened just before he died as they had cut their first album and were working on the video's.
One of the best tributes to Roy was a simple one done in their video End Of The Line. It's a railroad box car or Caboose with all them sitting in rocking chairs and the train is rolling. You hear Roy's voice and guitar but the chair is empty.