"When the World Was At War We Kept Dancing" is a song by Lana Del Rey. Del Rey confirmed it's a part of her fifth studio album and fourth major-label studio album Lust for Life in an interview for V magazine.
During an interview featured in Flaunt magazine that was released on May 15, 2017, Del Rey stated that the song has political themes, similarly to "God Bless America". However, she fears that it will not be well received by the public and was unsure whether to include it or not:
“Well, I have a song that’s quite aware about the collective worry, about whether this is the end of an era. It’s called “When the World Was At War We Kept Dancing.” But I actually went back and forth about keeping it on the record, because I didn’t want it there if it would make people feel worse instead of better. It’s not apathetic. The tone of the production is very dark, and doesn’t lead to a fucking happy feeling. And the question it poses: Is this the end of America, of an era? Are we running out of time with this person at the helm of a ship? Will it crash? In my mind, the lyrics were a reminder not to shut down or shut off, or just don’t talk about things. It was more like stay vigilant and keep dancing. Stay awake.”
In interview for V magazine, Del Rey confirmed that the track is included on the album.