What does "get caught beteween the moon and New York City" mean?

does "between the moon and the New York City" mean "any place", "anywhere"? And what about "to get caught"? Caught by who? It does not make sense to somebody who has always lived so far from New York City, and whose mother language is not English, but who loves this language... show more does "between the moon and the New York City" mean "any place", "anywhere"? And what about "to get caught"? Caught by who? It does not make sense to somebody who has always lived so far from New York City, and whose mother language is not English, but who loves this language and tries hard to learn it...
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