Article snapshot taken from Wikipedia with creative commons attribution-sharealike license.
Give it a read and then ask your questions in the chat.
We can research this topic together.
It is a concept album based around the Devil and a small Mexican border town against which he wages war.
On the band's website, Adam Turla, the band's guitarist, lead singer, and principal lyricist explained the meanings of all the songs on the album. The following is his introduction to the explanations:
I guess the first thing I should say is that this album is not trying to be artsy, or profound or anything more than the story it is. It's meant to entertain, bring the feeling of sitting around telling ghost stories or something. Also, I'm a religious studies major, so I tied in a lot of weird religious stuff. This is just a story, there's no religious affiliation on our parts. So there's my disclaimer.