Casey is an American living in London.
His last ride is the journey is back to his family after a visiting an ex-lover in New York.
Neither his family, his lover, his birth country, his current home, nor his beer can satisfy his inner loneliness.
This trip was his last desperate chance for hapiness, and now it's over.
Both he and we have no idea where he's going now, as he stumbles out of the song.