Officially the second worst England Football Team song ever*, this was released as a rallying call for Euro '88.
When the First Round of said tournament was over, England's record in Group B read 'Played 3, Lost 3.' Whoever had the bright idea of calling it 'All the Way' must have had a very oblique sense of humour indeed...
(* The song peaked at number 64 in the UK charts, just two places better than 'We've Got The Whole World At Our Feet', released for Mexico '86.)