@odd I’ve always assumed the same thing. Once I started digging into it just now, I assumed they meant US-9, which runs north-south through New York and New Jersey, and US-30, which runs east-west in central New Jersey — and they intersect right outside Atlantic City.
So if they’d said Atlantic City instead of Carson City, then I’d've thought it was referencing US-9. But, while Atlantic City used to be known for quickie weddings, “Carson City” implies Nevada. And calling a highway "The X" is a very Western-US thing to do (for example, The Four-oh-Five, The One (except in Chicago and the northeast (but only with named highways like the Dan Ryan or the Cross Bronx))).
But also, remember it’s a cover by a band from Boston, and there’s a State Route 9 that runs west from Boston to Worcester.
In short — I have no idea. And as far as I can tell, no one else does either.