Lyric discussion by kherova 

Cover art for Darker with the Day lyrics by Nick Cave and the Bad Seeds

It seems to me that this song is about the rapture. Many of his songs deal with religious themes, so it wouldn't be out of character. Good Day, Evil Day=those that are saved get to go to heaven, those who are left behind suffer the end of the world (lawns on fire, earth cracking, and then freezing) All the people around him seem to be the ones who wouldn’t rise because they aren’t worthy. The person who it has been a long time since he has seen them could refer to Jesus returning to judge the souls, and/or someone who had been died and buried that he loved who has risen because of the soul returning to the body in the rapture. He has longing for the thing he does not know (have)=salvation, and searches for a way to get it.

My Interpretation