Shots From a Cold Nightmare is a catchy batch of radio-flavored rock &roll, even though Martin's songs can seem to get a little too serious when it comes to the perils of infidelity, which is what most of them are about. While Martin comes through on the somewhat creepy-sounding "Paid Killer," the well-written "Night Thoughts," and on "Victim of Romance," there are still a couple of the album's songs that were bettered by other artists. "Cadillac Walk" sounds more stimulating coming from Mink DeVille on his self-titled release from 1977, and Robert Palmer managed to make a Top 20 hit out of "Bad Case of Loving You" a year after it appeared on Martin's album. Although Palmer and DeVille improved upon these two cuts, Shots From a Cold Nightmare remains one of Martin's most pleasing efforts, equal to 1979's Escape From Domination in its accommodating vocal form, but much stronger than both of his releases from the '80s, Street Fever and Mystery Ticket, which fail to relinquish the same amount of Martin's personality or distinctness both lyrically and vocally.
AllMusic Review by Mike DeGagne