Megaton Mile

On the face of it, the lyrics are about being left (mostly) alone after the abrupt collapse of civilization.

Climbing up through the window Up to the rooftop (Up to the rooftop)

Our narrator begins by climbing out a window and up to a rooftop to survey the desolation. They have no choice to use the fire escape, as the elevator has no power.

The seagulls swarm on the railroad All we could do is watch (All we could do is watch)

Seagulls don't generally flock to railroads. That is, unless those railroads are unattended. Then they're full of rotting grain, which would be pretty badass if you were a seagull, i guess.

Hit like a sucker punch That you knew would come Tell me what I could've done

This is a wistful statement about the narrator's belief that civilization was going to end, and they were powerless to stop it.

Hold me close in the ending In a flashing light

This is a reference to the blast of a nuclear weapon. The flash would be so bright, it would turn people into permanent shadows on walls while it vaporized them.

It's darkest after dawn On Megaton Mile

The phrase "It's always darkest before the dawn" is cleverly reversed here. Darkness after dawn could be a reference to nuclear winter. The flash of the bomb is also blinding, so a blinded person would consider it darkest after the "dawn" of the bomb.

No alarms or pale riders No teary-eyed anchors (No teary-eyed anchors)

Nobody with any power could stop civilization's collapse. The alarms are the US Air Force and NORAD's early warning and defense systems. They failed. The pale rider is a biblical reference - "And I looked, and behold a pale horse: and his name that sat on him was Death, and Hell followed with him." "No teary-eyed anchors" references TV news pundits. Even the people who would kill to be first to know something were caught unaware. Basically, the state, the church, and the media all couldn't stop the end of the world. All the institutions failed. It's a humpty-dumpty line - "all the kings horses and all the kings men".

It took so long for it all To change with just a word (To change with just a word)

The world was built up and built up, only for one word from the wrong person in power to end it all. I'm thinking that word was "fire the nukes".

Abandoned cars on the freeway A terracotta rush hour

The abandoned cars on the freeway are from people who realize there is no longer anywhere worth going, no gas to get there, and no help coming. "Terracotta rush hour" is a reference to the terracotta army of the first emperor of China. Around 8,000 sculptures of clay soldiers were buried in nice neat rows with the emperor. Like those soldiers, the cars on the freeway are lined up like gravestones.

You heard me calling out your name

No idea.

January came and went early

Not 100% on this one. Probably a "spring came early" reference.

You said it was beautiful As much as it was terrifying

A nuclear blast, if survived, would be quite a spectacle. A terrifying and glorious spectacle.