Here are the lyrics. I hope it is the same song.

This is Casey Jones, what I call Talking Casey. Talking like him.

Casey, don't leave me here. Casey Jones, please don't leave me here. Little children commence to hollering and crying, "Daddy don't leave me here. Daddy, don't leave me here." He couldn't stand that and he told the fireman, say, "Git the bell and let's go." I heard the bell something like this. Shortly after that, he's gone and I heard the drive wheels jumping the joints. About the time he got switched and running, he run up on some sheep. Blowed for them to get off the track but they wouldn't get off and he had to stop his train. He blowing something like this. I heard him when he's cutting down, fixing to stop. Made him sorta mad when he had to stop his train. Then he got behind time a little bit, commenced to cussing; here's what he said. After that, I heard him. He's running so fast, look like them drive wheels about to catch up with those little truck wheels. People all got scared, thought he was going to make a wreck, which he did. One lady commence to singing, "Lord, have mercy! Save me, Lord! Oh Lord, have... Oh Lord... Oh Lord, have mercy, save... Oh Lord, don't leave...Oh Lord don't leave me, save me...