"Casey's Last Ride" is confusing to most of us in North America who immediately think of the story and song "Casey Jones" (in the DT) and the train wreck described in the article linked by Guest 17 Sept 11, in which the engineer, Casey Jones, died.

I was unaware of the Kristopherson song until I found it here, posted by Joe.

Subway, to Americans, = Underground (most in UK). "Pint of bitter, and later reference to "underground" would set the song in UK.
In the Wikipedia article, Kristopherson is identified as an American country music singer, songwriter, musician, etc.

I would guess Kristopherson took the name Casey from the song about Casey Jones, and last ride (as it does in cowboy as well as RR parlance, means he kicked the bucket.