I have analyzed your song "New Canaan" and came to the conclusion that the song is about a guy who's going to prison and he's addressing to his daughter that he killed.

My evidence is 1. you like singing about jail/prison 2. there is a federal prison in Pennsylvania called "Canaan" 3. the narrator is unreliable as he suffered a nervous breakdown as told by "I'm going crazy". 4. He's riding on a train (on his way to prison) and he's hungry for food and women (he's not gonna see a woman again any time soon) 5. He talks about "loving the shade of those license plates" i.e. he's making license plates, a stereotypical prison job.

My theory is that he loved his daughter and went crazy before killing her and his nervous breakdown only got worse as he got sentenced to life in prison so he wrote this song to say what he wants to tell his dead daughter whom he loved dearly. As he's "talking" to his daughter, he feels the need as a father to protect her from the truth, and "lies about details" by saying he's "actually going to connecticut"

At first he tries to convince himself that it's all for the better and that he's happy, evidenced by how he says he hopes the train doesn't get derailed, and how "the season is winter, and the sky is so blue" but gradually comes back to reality and understands the severity of the situation, as line "it's summer and the sky has turned grey and my dreams are sailing away" indicates he has spent enough time in prison for the seasons to change. 

On a scale of 100% to 100%, how close is my interpretation?
wildly incorrect