Lyric discussion by Jennacole 

Cover art for Halo lyrics by Depeche Mode

I think this song is about an affair he is having with a married women. Who is feeling guilty about the affair and he is saying that even if they get caught in the end it will be worth it.

Know you posted on here a bloody long time ago, but you're kinda spot on. In the video its the woman having the affair, but they both know it was gonna happen in the end and kinda accept it.