Lyric discussion by casts 

Cover art for Movie (Never Made) lyrics by A Silver Mt. Zion

rather than provide my own inflexible interpretation, i'd just like to point out why all of these are decent analysis without any being totally stupid.
even though i don't agree with the drug interpretation, "dancing the hora" doesn't have to be literal. Adopting the drug interpretation, Efrim could have just been using a euphemism for some kind of drug fueled craziness. Rebelrouser suggested this line referred to some joyous revolution, but why would vomiting blood have anything to do with this? If this line is figurative or exaggerated, then it makes the intoxicated dancing idea more reasonable too... The title also sounds like it might support the lack of a revolution, supporting both theories. There's no reason the song couldn't be a reflection on the revolutionary ideas from earlier in life.
As for the jewish references, I don't think they're quite as clear as drudkh suggests. tear gas doesn't kill anybody in camps, the specific stating of "plate glass" seems to ruin the kristallnacht concept since those were broken windows, but i wonder what's happening with the shoshana jonesing line...Whatever this song is about, it's convoluted.