Lyric discussion by Wingdingo 

Cover art for Run Thru lyrics by My Morning Jacket

I can imagine someone running from something or someone, possibly a fear even. The runner gets homesick, painfully so, and wishes and prays he can get home, then something challenges his faith or he is perhaps caught off guard and has to continue running from whatever is chasing him/whatever he left.

often times, i would hope & pray then (that) faith came my way - "that" makes sense to me more than "then".

If we take it as "that faith came my way", it would change the meaning of the song a bit. It would mean he possibly is running from something terrible that possibly shakes someone to their core, and when he thinks that faith (God I'm guessing,) can save him, he is scared again and has to keep running. I could be totally wrong however, that's just how I see it.