Lazarus (David Bowie)

Lazarus is a character in the Gospel of John that was restored to life four days after his death by Jesus Christ. It is not clear why Bowie referenced the Biblical name in the song title (the word "Lazarus" doesn't appear in the lyrics). Maybe it is a metaphor for the resurrection of the Thomas Jerome Newton character or possibly Bowie was reflecting on the revival of his own career with the release of 2013's The Next Day after years of self-imposed silence.
The song took on new meaning after Bowie passed away on January 10, 2016, two days after the Blackstar album was released. Bowie had cancer and apparently knew that his life was coming to an end, indicating that in this song, he was coming to terms with his death. The opening line makes it clear what's on his mind:
Look up here, I'm in heaven
I've got scars that can't be seen
Bowie died peacefully, surrounded by family. Perhaps this is his message to loved ones:
This way or no way
You know, I'll be free
Just like that bluebird
Now ain't that just like me
The day after Bowie's death, his longtime producer Tony Visconti, who worked on the album, issued a statement that read: "He always did what he wanted to do. And he wanted to do it his way and he wanted to do it the best way. His death was no different from his life - a work of Art. He made Blackstar for us, his parting gift." (source)