Some references:
Index to Negro Spirituals, Cleveland Public Library cites Work, 1915, Folk Songs of the American Negro, p. 8.

Fisher, William Arms, 1926, "Seventy Negro Spirituals, cites "Wade in the Water," New Jubilee Songs, 1902. He provides a musical score of a version collected in Arkansas, pp. 184-185, arr. by Edward Boatner, and copyright 1925. The collected version, of course, is of an older song.
McIlhenny, E. A., 1930, "Befo' De War Spirituals," p. 57, Baptizin'.
Krebiel, Henry Edward, 1913, Afro-American Folk Songs, p. 88, "Baptizing Hymn,"-
Freely go marching along,
Down into the water,
Freely go, marching along,
Like Zion's sons and daughters.

Probably other references; have you looked at the Spirituals Permathread?