Lyric discussion by heartbeats_xxx 

The song is about Las Vegas. The Gold Lion is the MGM Grand and it will "show me where the light is" because it's located right next to the Luxor, which has a humongous beam of light shooting out if the top. The rest of the song is metaphorically describing the debauchery (sex, drugs, gambling) that goes on in Vegas. (Take our hands out of control, i.e. gambling addiction)

What goes on in Vegas, goes into a Yeah Yeah Yeahs song.

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