The Dakota is a celebrated co-op on Manhattan’s upper west side. It was featured in the film Rosemary’s Baby and, most relevantly to this song, was the home of John Lennon and Yoko Ono, and the site of the latter’s murder. The “she” in this line most likely refers to Ono
Roger Waters spray painted these lyrics on the Israeli aparthied wall while visiting the West Bank city of Bethlehem on June 21, 2006, the day before he performed in the Arab/Israeli Peace Village Neve Shalom. He had originally scheduled the concert for Hayarkon Park outside Tel Aviv, but moved it after discussions with Palestinian artists and Israeli refuseniks about the Palestinian call for an international cultural boycott against Israel’s inhumane and illegal policies. He wrote about the experience in The Guardian
http://www.flickr.com/photos/darkhairedgirl/172767379/
Two years previously, Waters had helped launch the social justice organization War on Want’s campaign against the wall
Here’s the wikipedia page summarizing various positions in a more balanced way on the Israeli West Bank barrier
Rivington Street runs across Manhattan’s Lower East Side from the Bowery almost all the way east to East River Park
Rivington and Forsyth in NYC
Hennepin Avenue is an iconic street in Minneapolis featured prominantly in Prince’s Purple Rain among other works. Apparently a bit less seedy than it used to be, it has become a popular parade route and has been the location of Minneapolis' annual LGBT pride parade since the 1990s. Below is an image of the 2002 parade at the interesection of Hennepin Ave and 9th street:
