Capo 1st fret.

Chords:
Em (022000)
G  (320033)
Gm (302033)
D  (000232)
C  (302010)

The Gm chord is really just lifting your index finger from the A string and 
hammering it on the D string (2nd fret).
Listen to the song for timing.

Intro:
(repeated over and over during harmonica part)
Em (022000@1)  D (xx0232@1)G (320003@1)name="chord_355333@1">Gm G (320003@1)Verse 1:
G (320003@1)                          C (x32010@1)            G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GAcross (320003@1)from the prison and beside the great lake
Em (022000@1)                    D (xx0232@1)      G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GBelow (320003@1)the rooftops and above the highways
    C (x32010@1)                                      G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GThe (320003@1)spirits pay rental on the basements they haunt
        Em (022000@1)                            D (xx0232@1)              G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GAnd (320003@1)the pages just draw pictures of the things that they want
  Em (022000@1)                  D (xx0232@1)      G (320003@1)       GmI (355333@1)cook my dinner on the blacktop street
 Em (022000@1)           D (xx0232@1)       GI (320003@1)come from the nation of heat

Repeat intro during the harmonica part.

Verse 2:
G (320003@1)                                 C (x32010@1)          G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GOutside (320003@1)the train station there's a bold painted sign
        Em (022000@1)                    D (xx0232@1)              G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GIt (320003@1)says try to be patient don't forget to choose sides
           C (x32010@1)                          G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GWe (320003@1)got the loudest explosions you ever heard
       Em (022000@1)                    D (xx0232@1)        G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GWe (320003@1)got two dollar soldiers and ten dollar words
     Em (022000@1)               D (xx0232@1)            G (320003@1)       GmIf (355333@1)I didn't own boots I wouldn't need feet
 Em (022000@1)            D (xx0232@1)      G (320003@1)       
I come from the nation of heat

Repeat intro again during the harmonica part.

Verse 3:
G (320003@1)                             C (x32010@1)      G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GSo (320003@1)swift and so vicious are the carnival rides
        Em (022000@1)                      D (xx0232@1)        G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GAnd (320003@1)the carnival barker yell your name for a bribe
       C (x32010@1)                             G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm Gwe (320003@1)got billboards for love and Japanese cars
         Em (022000@1)                          D (xx0232@1)             G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GIt (320003@1)ain't rare to hear the streetlights call themselves stars
    Em (022000@1)                  D (xx0232@1)         G (320003@1)       GmThe (355333@1)more that I learn the more that I cheat
 Em (022000@1)           D (xx0232@1)       GI (320003@1)come from the nation of heat

Repeat intro during the harmonica part.

Verse 4:
G (320003@1)                            C (x32010@1)    G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GI've (320003@1)seen skeleton mothers and hungry folks
           Em (022000@1)                               D (xx0232@1)        G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GAcross (320003@1)the street from the kitchens that cook dinner for most
    C (x32010@1)                                       G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GSometimes (320003@1)you hear whispers by the dark of the moon
        Em (022000@1)                  D (xx0232@1)         G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GThat (320003@1)we promised too much and gave it too soon
Em (022000@1)                    D (xx0232@1)        G (320003@1)       GmEven (355333@1)our coughs and our fevers compete
 Em (022000@1)           D (xx0232@1)       GI (320003@1)come from the nation of heat

Repeat intro again during the harmonica part.

Verse 5:
G (320003@1)                             C (x32010@1)       G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GBlockin (320003@1)borders with smiles are immigrant sons
           Em (022000@1)                     D (xx0232@1)       G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm Gwe (320003@1)measure loneliness and miles and misery in tons
          C (x32010@1)                                  G (320003@1)    Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GThere's (320003@1)a straw-hatted man rowing away from the shore
                 Em (022000@1)                          D (xx0232@1)         G (320003@1)      Gm (355333@1)   G (320003@1)name="chord_355333@1">Gm GWho (320003@1)says "It's a shame they don't let you have slaves here anymore"
        Em (022000@1)             D (xx0232@1)         G (320003@1)       GmI'm (355333@1)the ugliest man that you'll ever meet
 Em (022000@1)           D (xx0232@1)       GI (320003@1)come from the nation of heat