Just to add a bit of the history, it was written in 1907, words by Thurland Chattaway, music by Kerry Mills. Kerry Mills should also be remembered as the composer of Meet Me In St. Louis, Louis, Whistling Rufus and At A Georgia Camp Meeting.

The sheet music is available at Duke and also at Levy. Just put red wing in the search, and you'll get it. Here is a direct link to a small version of the sheet music cover, one of my favorites. Red Wing from Duke