The song you are after is 'Denomination Blues Pts I & II' by the great Washington Phillips. You will find it on this album: CLICK HERE. Cooder recorded it on 'Into the Purple Valley' and you will find transcriptions related to his recording from a Google search. Most of the ones I've opened seem to be from the same source because they have the same mistake of 'denominations have the right to fight' instead of 'denominations have no right to fight' as Phillips sang. Here is an example: CLICK. I don't know how accurate it is in respect of Cooder's recording as I don't have it handy, but it is inaccurate in respect of Phillips' recording. I commend to you the Phillips album linked above - it is simply wonderful! Camsco probably have it or can get it for you.

--Stewie.