Lyric discussion by Plottoberry 

It has two meanings, Rufus said. The first one is that he feels that America let down on him, so he goes to Berlin. The second meaning is moving on after you've been in a relationship that was not good for you.

I think the first verse refers to the fact that Berlin has been through the phase of disgrace before America (''burnt down'' and ''disgrace'' due to the Second World War), which e states clearly in the third sentence. It sounds logical to me...

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