Lyrics Backgrounders:
U2 Go Home: Slane DVD (information on various names and their context)
Maggie's Farm (social historical context of U2's cover of the song)
American Prayer (this U2log.com article highlights some of the historical references in the song)

Contributed Interpretations:
Loopay's Zooropa Album Interpretation

Other U2 Lyrics Interpretation Resources:
The Meaning of U2 Lyrics (U2 MoL): Though it hasn't been updated for a while, this is still the definitive source for fan interpretations on the web.
The Three Sunrises: Actual band quotes giving meaning to songs. Covers mostly album tracks.
Staring at the Son: This long-standing interpretation site has relaunched.
@U2's Color References: If you are into symbolism, the title says it all.
@U2's Bible References: Arguably one of the largest influences on the band's lyrics.
@U2's Forum: A fairly active message board.
U2W.org's Forum: A fairly inactive message board. ;)
U2 & Literature: Proving that U2 is influenced by a wider range of literature than the Bible.
Hidden Messages: Not sure if all of these are legitimate, but there are some wonderful gems inside.
Achtung Baby Working Tapes Compendium: Information and partial transcriptions for the Salome/Axtung Beibi Outtakes. Perhaps it doesn't exactly belong here, but the song analysis warrants a link.
U2 Lyric Meanings: Similar to U2 MoL but not as complete.
U2 Song Interpretations: Thoughts on some album lyrics.