"All Through the Night" came from her debut album She's So Unusual. It was written by Jules Shear for his album Watch Dog, as a mid-tempo folk-rock song. After The Cars recorded their own version, which they did not use on any of their albums, Lauper decided to cover it. Although she initially intended to do a straight cover of Shear's version, she turned it into a pop ballad instead.

The song was the only single released worldwide by Lauper that did not have a music video. It peaked at number five on the Billboard Hot 100, becoming Lauper's fourth top five single in the U.S. Lauper became the first woman in the 26-year history of Billboard to take four singles from the same album to Top 5 on the Hot 100. The song was mostly positively received by critics.

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