The Hell Bound Train appeared in John A. Lomax, Cowboy Songs, in 1910, without notes or music. It was collected in Missouri in 1911 (see Randolph, Ozark Folksongs, music given). It also appeared in W. H. Fawcett's "Smokehouse Poetry," no date. In 1938, Lomax and Lomax printed it with music in "Cowboy Songs and Other Frontier Ballads" (a note says "Said to have been written by J. W. Pruitte, the Cowboy Preacher; printed in the Fort Gibson Post, 1909").
Glenn Ohrlin got it from his aunt Irene, but doesn't know its source (Glenn Ohrlin, The Hell-Bound Train, 1973, Univ. Illinois Press, p. 36-37 with music. Fife and Fife, Cowboy and Western Songs, have a version with music from Phyllis Stocks and Evelyn Ward.