I started a thread a couple months ago looking for the source of Renbourn's version but with no luck. The words are obviously a subset of the versions on the database but I've never heard anyone sing it with the tune Renbourn used. Here are the words as I heard them:

White House Blues

Mr. McKinley he didn't do no wrong
Rode on in to Buffalo but he didn't stay too long
Hard times, hard times, hard times

The people all can running round to see what had been done
You have shot the president down with your Ivor Johnson gun
Hard times, hard times, hard times

The train oh the train, running on down the line
Blowin at every station, McKinley is a dyin
Hard times, hard times, hard times

The train oh the train, running on down the track
Taking him to the graveyard but it will not bring him back
Hard times, hard times, hard times

Now Roosevelt's in the White House drinking out of a silver cup
And Mckinley's in the graveyard and he never will get up
Hard times, hard times, hard times

Rooselvelt's in the White House, he's doin his best
And McKinley's in the grave yard takin his rest
Hard times, hard times, hard times

(first verse)^^