Lyric discussion by bertiebottbag 

"Gonna do something bad" could also mean suicide. The opening makes me think that the singer is contemplating jumping from that cliff. But if it's suicide he shouldn't be hearing a metaphorical heavenly choir. So the church sounds are real and are from his lover's funeral.

If he's already killed her (or them) then the question is why isn't he locked up somewhere? He "drove to the station"... He's a cop. Perhaps the sheriff because he has a "big iron desk." And that's how he got away with murder, but now he's being haunted.

Haunted by her ghost! The last four lines are spoken by her. He can't hide from from her. He never loved her and that's why she cheated on him.

Or he's escaped justice by fleeing to Mexico. He can still hear the music from the funeral. He's on the run, but he can't escape his guilt.

An error occured.