The main guy in the band writes a lot about espionage. This is one spy on the hunt for another, and he is stating his intentions as well as what he has done and will do in order to be sure the quarry stays in check.
It's possible he likes his job a bit too much; though he would love to see the quarry carted off by his allies, most of the song is about the hunt itself.
On the other hand, "this is the last train to Chicago...the last time I will follow," which from a story perspective (and based on the music change) seems to indicate that at present, the trap will soon close. Where indeed will "you" hide on a train?
The main guy in the band writes a lot about espionage. This is one spy on the hunt for another, and he is stating his intentions as well as what he has done and will do in order to be sure the quarry stays in check.
It's possible he likes his job a bit too much; though he would love to see the quarry carted off by his allies, most of the song is about the hunt itself.
On the other hand, "this is the last train to Chicago...the last time I will follow," which from a story perspective (and based on the music change) seems to indicate that at present, the trap will soon close. Where indeed will "you" hide on a train?