Mercury Head Lyrics

Looking out a frosty window
The world is like a snow globe
Then a sound, indescribable and we're falling
They rolled him in snow
After the fall, they rolled him in snow
An angel fell in Brooklyn
With sixty-five cents in loose change
And if this town had half a heart
It broke his fall
Buffalo, Mercury, Sixty Five

I was warm, then I was falling
The last thing I remember
And I thought of mother waiting
And then there was nothing
Can someone tell me: where am I?