This is a tough song to trace. One form is an old blues, not found yet. More than one song involved?
These are the earlier published references
Brown, North Carolina Folklore, 1919. Not seen. Perhaps a different song.
Sandburg- 1928, "When a Woman Blue," Two verses and music in "An American Songbag, pp. 236-237. "collected from Negroes in the cotton fields of Texas."
Lomax, 1934, "Woman Blue," One collected verse and nine added.
Silber, Fred and Irwin, 1973, "Folksinger's Workbook," "I Know You Rider," eight verses, mostly from Lomax (or Coltman or Kingston Trio?).
Bob Coltman, information posted above, song used in the 1950's.