As ribbonmouse said, Dog Days Are Over was inspired by an installment by Ugo Rondinone.
My personal interpretation of the lyrics is basically loving someone and giving them everything only to have them betray you and throw everything back in your face, which links in with the theme of being blindsided by happiness and fleeing from something you love. 'Dog Days' are usually supposed to mean like the best/good days which fits in with that interpretation:
"And I never wanted anything from you/
Except everything you had/
And what was left after that too, oh/
Happiness hit her like a bullet in the back/
Struck from a great height by someone who should have know better than that"