Hey, I know this thread is dead an' all but just before it died I offered up some insights of my own based on Harmonica Alberts impressions... Al, I'm not sure if you read them or not so I'm just posting again if you're still interested in the song and/or it's meanings

Things Have Changed
A few things that came to mind whilst reading your post...
"There's a woman on my lap and she's drinking champagne [contradicts prior line]"
I don't believe this line contradicts the previous line... to me 'no one in front' doesn't suggest space but time. There is nothing behind him (suggesting perhaps a lack of achievements or of self worth) and no one in his future... His worried mind brings on anxieties of losing loved ones, driving new love away, having wasted his time running around pursuing love and of not achieving what he could have if he were not so preoccupied."I'm looking up into the sapphire tinted skies ["up" is unnecessary--no one looks down into the sky]"
You can however, look straight off to the horizon. Looking 'up' and looking 'out' to me invoke to very different emotions. The former is of asking for help (salvation) and the later of taking matters into your own hands (determination). Though that's most likely just me. Asking for salvation in this case, while waiting for the last train is simbolic of praying for one last chance. A chance to bust out of this cage... A now or never kind of deal."Standing on the gallows with my head in a noose [literal or figurative? I guess the woman in his lap fell off when he stood]"
Again, he is worried that he could be about to lose everything and is in dire need of a helping hand, a sign from god, a push into the unknown or a hand pulling him back. Here we see a man conflicted... to stay or to leave, that is the question? "People are crazy and times are strange [I guess so, but the only people so far are the champagne drinker and the speaker]"
So? Why do they have to be implicated in the song? People ARE crazy and times ARE strange
"I'm locked in tight, I'm out of range [locked in where? out of range of what?]"
He is defensive, withdrawn, keeping himself just out reach from all these strange people that he can no longer relate to. Locked away in his fortress of solitude he is safe.. he knows it's when you try to help/befriend/love people that you open yourself to them and risk being hurt. Like he says: "I hurt easy, I just don't show it / You can hurt someone and not even know it"."I used to care, but things have changed [a shrug]"
Yeah, sure thing guy... lets continue and I'll be back to this later."This place ain't doing me any good [gallows seldom do]
I'm in the wrong town, I should be in Hollywood [reminds me of Clean Cut Kid here, a song I like]"
To me these lines relate to him again being unable to identify with those around him anymore, but also of feeling largely superior to them. Perhaps he hides a bitterness that he is not the big star he deep down longs to be. On the one hand he feels nothing for those around him and yet on the other he craves their attention and admiration. Maybe in Hollywood the empty yes-men all wrapped up in their ribbons and bows would give him that which he craves? However, is that truly what he desires? Like a wise man was once said, "it's either fortune or fame, you must pick on or the other although neither of them are to be what they claim"."Just for a second there I thought I saw something move [heightened anxiety, but expressed in banal diction]"
In my eye's this line has nothing to do with anxiety but instead is him making light of just how barren and unappealing the place he inhabits is. 'did someone just say something? No? I guess not'. In this town you die the man you were born and if you do anything in between, well lets just say you were lucky.
"Gonna take dancing lessons do the jitterbug rag [and this relates to the man on the gallows in a way]
Ain't no shortcuts, gonna dress in drag [non-sequitor, shortcuts relates to last train and impending doom, dress in drag relates to woman in his lap who could be understood as his anima]
Only a fool in here would think he's got anything to prove ["in here" seems to mean the song itself, and the line rejects coherence or excellence or living up to any expectation]"
Here he expresses his desire to be cutting lose and getting free. Of doing all the crazy, outlandish things that would be fine in Hollywood but not here, not in this town. Only a fool would think he had anything to prove in this quagmire. It's one big splurge, an expression of repression, an ode to freedom written in a most childish and unashamed manner "When I get out of here I'll stay up as late as I want, I'll eat ice cream for supper!". "People are crazy and times are strange
I'm locked in tight, I'm out of range
I used to care, but things have changed [how much more impact do these lines have upon repetition? does anyone require a reminder the speaker doesn't care?]"
Well apart from it being the chorus you mean?
Aside from that I believe that no, we do not need to be reminded... The man himself? Well that might just be another matter entirely. Like I say, it's now or never bub, just keep chanting that mantra and you'll be fine."I've been trying to get as far away from myself as I can [inevitable failure, rejection of self]"
I don't see this as an expression of inevitable failure, I see it as taking the bull by the balls (thats the expression right?)! To distance ones self from the man you are/were would surely make the transition to a new life much easier. "Feel like falling in love with the first woman I meet [I guess the champagne drinker just won't do]"
No, she most certainly will not! "Putting her in a wheel barrow and wheeling her down the street [very funny]"
In his mind he is already free, he is drawing up maps, he is packing his bags, he is gone! He is romanticizing his upcoming departure and all is as new and fresh as springtime. He desires the excitement and the passion of new love in a new town! What better way to begin a whole new life?"All the truth in the world adds up to one big lie [grandiose pessimism is not convincing, but the line strongly characterizes speaker]"
However... Could it be that our hero is all talk and no trousers? Here we see him suddenly shifts gears. The truth is he wants to leave, he needs to, this place ain't doing him any good. It's making him sick it's making him mean! The big fat lie? Well, could it be perhaps... That tonight, he ain't going nowhere!"I'm in love with a woman who don't even appeal to me [I guess the wheelbarrow thing didn't work out so well]"
All this talk of making a clean getaway to the bright lights of Hollywood is really nothing more than broken numbers adding up to zeros! The real truth... The only truth that matters in this whole crazy mess... is that he is bound to this place through the love a woman. A woman who is nothing like the young, plastic, bleached blonde bimbos of Hollywood."Mr. Jinx and Miss Lucy, they jumped in the lake [random line unnconnected to anything save for the name Jinx reflecting more pessimism,action in context seems to be suicidal but could also just be a couple on vacation, no way of knowing]"
Jumping into the the lake in my eyes, refers to making a very quick and very foolhardy decision such as rushing into a marriage maybe?"I'm not that eager to make a mistake [seems to indicate jumping in the lake was a mistake the speaker won't make, but the indefinite article leaves this uncertain]"
He is after all a worried man with a worried mind who believes that he is destined to push all who love him away... And let up not forget a certain little trip he he's been planning for quite some time now
My, oh my what is a guy to do?
Well people are crazy and times are strange (himself included)
He's locked in tight, he's out of range (yeah, he wishes!)
"I used to care... But... Ahh God damn it!"