Research helps???????
"Bluegrass Favorites No.2" Joe Morrel Books, Bristol Tenn gives:

DO you remember a LOng time ago,
THere was a man called COtton-Eyed Joe,
There was a MAn called COtton-EYed JOe.

Chord on the CAPS:
A, D
A, E7
E, A, E, A

I could have been married a long time ago,
If it hadn't a-been for Cotton-eyed Joe,

Old bow fiddle and a shoe-string bow,
Wouldn't play nothin' but Cotton-Eyed Joe.

Play it fast or play it slow,
Didn't play nothin' but Cotton-Eyed Joe.

Don't you remember a long time ago,
Daddy worked a man called Cotton-Eyed Joe.

Where do you come from? Where do you go?
Where do you come from, Cotton-Eyed Joe.

Come for to see you, come for to sing,
Come for to show you my diamond ring.

This is one of those books that shows you how to finger the chords -- but I have seen some blue**sers actually use it.