This song sounds really cool, right? I mean, the guitar rift is one of the greatest from the mid-1990s. Richard Patrick's delivery of his song is spot on.
So, listen to the song first with no preconceptions about what the song is about. Just enjoy the song.
In January 1987, Robert Budd Dwyer, Pennsylvania State Treasurer, was convicted of bribery and was due to be sentenced for up to 55 years in prison. The day before his sentencing, he held a press conference, maintaining his evidence. At some point during the conference, he pulled out a revolver and took his own life, without injuring anyone else.
So, that's the "Nice Shot" Filter is referring to. This song is about that incident. There were rumors it was about Kurt Cobain. Those are not true - the song was written in 1991.
So, now listen to it again, with that in mind. But here's a live version for you.
I won't be posting video of the incident. If you want to see that sad, tragic spectacle, you can look for it yourself.