I just got a copy of Cowboy Songs, by John A. Lomax. The book was published in 1910, but I got the 1916 edition. It's a great collection of songs - but it has lyrics only for most of the songs. I understand that the book was reissued in the 1930's with tunes to most of the songs.
The book begins with a handritten letter from Theodore Roosevelt, dated August 28, 1910:

Dear Mr. Lomax,
You have done a work emphatically worth doing and one which should appeal to the people of all our country, but particularly to the poeple of the west and southwest. Your subject is not only exceedingly interesting to the student of literature, but also to the student of the general history of the west. There is something very curious in the reproduction here on this new continent of essentially the conditions of ballad-growth which obtained in medieval England; including, by the way, sympathy for the outlaw, Jesse James, taking the place of Robin Hood. Under modern conditions, however, the native ballad is speedily killed by competition with the music hall songs; the cowboys becoming ashamed to sing the crude homespun ballads in view of what (Owen Winter???) calls the "ill-smelling saloon cleverness" of the far less interesting compositions of the music hall singers. It is threfore a work of real importance to preserve permanently this unwritten ballad literature of the back country and the frontier.
With all good wishes, I am
very truly yours,
Theodore Roosevelt

(I had to guess at some of the words - Teddy's penmanship was a little sloppy)
-Joe Offer-