Here's the most complete version by Will Winn:

DELIA'S GONE
Will Winn; published by Chapman J. Milling, Southern Folklore Quarterly, 1937. From Joyner, Folk Song in South Carolina, 1971.
"Will Win is a colored troupadore who has wondered all over the south and west, carrying a battered guitar and earning his meals and lodging by a song. He states that Delia originated following a murder in Georgia having been composed about 1900 by a white minstrel of Dallas, Texas known as Whistlin' Bill Ruff." From Delia Holmes; a Neglected Negro Ballad.


Delia, Delia, Why don't you run
See dat deparado had a forty fo' smokeless gun
Cryin' all I had done gone

(Chorus; every so often)
All I had done gone
All I had done gone
Good-bye Mother friends and all
All I had done gone

Now Coonie an his little sweetheart settin' down talkin' low
Axed her would she marry him she said why sho.
Cryin' all I had done gone.

When the time come for marriage she refuse' to go
If you don't marry me you cannot live no mo'
Cryin' all I had done gone.

Shot her with a pistol number forty fo'
You did not marry me you cannot live no mo'
Cryin' all I had done gone,

Turned po' Delia over on her side very slow
She was cryin' Coonie please don't shoot no mo'
Cryin' all I had done gone.

Death had proceeded it wasn't very long
Till her mother come runnin' with a bucket on her arm
Cryin' all I had done gone.

Tell me my darlin' what have you done wrong
Cause Coonie to shoot you with that forty-fo' smokeless gun
Cryin' all I had done gone.

Some give a nickel some give a dime
Help to bury this body of mine
Cryin' all I had done gone.

Threw down his pistol an' tried to get away
Officers picked him up in just a few days
Cryin' all I had done gone.

Placed him in the jail till his trial should come,
Tell me now officer what have I done
Cryin' all I had done gone.

They axed did he remember this a girl that you were in love
An' spoken things unto her that instantly taken her nerve
Cryin' all I had done gone.

She move closely beside of me an' threw her arms around
Do you remember little Delia Holmes and which you shot down,
Cryin' all I had done gone.

Have I now any bond or can I get one
For the crime that I am charged I plead guilty I have done
Cryin' all I had done gone.

The judge that tried him handsome with the time
Say Coonie if I don't hang you I'll give you ninety nine
Cryin' all I had done gone.

Ninety nine years in prison workin' 'mont the stone
Hope that you'll get sorry that you have wrecked a home
Cryin' all I had done gone.

Coonie went to Atlanta drinkin' from a silver cup
Po' li'l Delia's in the cemetery I hope to never wake up.
Cryin' all I had done gone.

Delia's mother taken a trip out west
Just to keep from herin' the talk of po' li'l Delia's death
Cryin' all I had done gone.

Everywhere the train would stop you could hear the people moan
Singin' dat lonesome song Po' Delia's dead an' gone
Cryin' all I had done gone.

Rubber tire' buggy rubber tire' hack
Take you to de cemetary don't never bring you back
Cryin' all I had done gone.

Coonie wrote to the Governor asked him pardon me
I was charged with murder in the first degree.
Cryin' all I had done gone.

The judge was liberal in givin' me my time
Happened that he didn't hang me but he gave me ninety nine
Cryin' all I had done gone.

I am now a murderer serving a long, long time,
And if you will pardon me I'll not be guilty of another crime.
Cryin' all I had done gone.

This is Coonie in Atlanta workin' 'mong the stone
Have been here for forty five years and I'm now needed at home
Cryin' all I had done gone