Lyric discussion by obebe 

Cover art for Vegas lyrics by Sara Bareilles

I agree with Elena. I always heard this song as if she is singing it to someone who is always running after something, thinking that happiness (or fame, or success) will always be somewhere else and they are never satisfied with whatever they got so they are always moving somewhere (or thinking about it) to try and find it.

"gonna sell my car and go to Vegas cause somebody told me that's where dreams would be"

this is someone saying hey that's it, Vegas is where I'm going to be happy, that's where dreams should be, then...

"gonna quit my job and move to New York cause somebody told thats where dreams should go"

now this person is not happy in Vegas, so he/she comes up with NY, that's where dreamers should go, so that's where I'm gonna be happy.

And so on...

"listen up now honey you're gonna be sorry can't get out from under a sky that is falling and you say"

And here she is trying to tell that person to stop doing that because that's not how he/she will find happiness. And that person apparently knows it "no fame, no money I'm nobody, the way I'm running has sure got me down on my knees" but he/she can't stop it "but next stop Vegas please"

I love this song because I kind of relate to it. Always thinking that only if I move over there, or find another job I'll finally find the happy ever after of my life. And I know that that's not how life goes. It's full of ups and downs and it's more of an inside job when it comes to being happy and making your dreams come true.