Lyric discussion by skeletonMe 

Cover art for Skeletons lyrics by Yeah Yeah Yeahs

I agree with ambivalentamanda. The drums bring a military funeral march feel to it. And the background music gives a kind of spacey, unreal but beautiful energy.

To me the lyrics are them talking to each other. I see the first half of the song (before the military drums come in) as her calling out to him in her dreams "Love, come home. I'm just a skeleton without you" and then the second half is him responding and comforting her. When it says "Soon comes rain" it's him saying "This war won't last forever. Soon the rain will come to wash all the pain and blood away". He's saying that he's a skeleton without her, too, but asking her to wait for him.

Maybe I'm reading a little too much into this but I really love this song.