From this excellent (but lengthy - you are warned) piece on Frank Sinatra:

No one could sing of loneliness better than Frank Sinatra— unrequited love, love gone wrong, love lost. Observers without number, noting the contrast between Sinatra’s life—always tempestuous and sometimes violent—and his tender, evocative, and sensitive singing, have wondered with the novelist Barbara Grizzuti Harrison “whether his life springs from one set of impulses and needs and his work from another, whether… Francis Albert Sinatra—a man bruised and bruising—is so divided as to be crazy.” In truth, not madness but loneliness is the key to understanding Sinatra, both the man, who dreaded solitude yet so often felt alone in the entourages with which he surrounded himself and the audiences before whom he performed, and the musician.”

(Link from Sheila)