Lyric discussion by Fah Cue 

Cover art for Walking To Do lyrics by Ted Leo and the Pharmacists

The last places mentioned are in Northwest Washington DC. Rock Creek Park is basically DC's answer to Central Park in NYC, "The Ave" is referring to Connecticut Ave. in NW which has a lot of bars/restaurants and appropriately for this song, the National Zoo.

I recently found out Ted Leo lived in DC for a while I believe, so it wouldn't shock me if he lived in London and Tokyo at some point too.