Lyric discussion by swissness59 

Cover art for As I Lay Me Down lyrics by Sophie B. Hawkins

I believe she is referring to someone close to her who has passed away. She gets comfort from calling his/her name and this person will hold her. As a Christian I definitely seeing the link to Jesus Christ and it is possible Sophie is refferring to him. She prays for him to hold her even though she is far away. She may not have been close him and is now searching for him. He calls her like church bells or the whistle of a train and provides the comfort she is searching for.

Song Meaning