This one seems to have to do with more than just the actual town of Santa Fe (although singer/songwriter Zach Condon hails from the town). I kind of concur with some of the folks on songmeanings.net, who think it may be a dual meaning - being called home both physically and spiritually. "Santa Fe" means "holy faith" in Spanish, and I can definitely see the parallels in the lyrics.
The town is overlooked by the Cross of the Martyrs, which may be the cross referenced in the song... or not. Pretty sweet looking though, no?
(photo borrowed from grumpygrimble on Panoramio)
Then you have the music video, which has some dark moments but conveys a message through them. It doesn't necessarily directly parallel the song's lyrics, but then again, maybe it does...
And just because I can, here's a live performance too:
"On the cross, Santa Fe
and all I want
sign me up, Santa Fe
and call your son…"