From the sheet music at American University:


DARLING NELLY GRAY
By B. R. Hanby
Boston: Oliver Ditson & Co., 1856.

1. There's a low green valley on the old Kentucky shore,
There I've whiled many happy hours away,
A sitting and a singing by the little cottage door,
Where lived my darling Nelly Gray.

CHORUS: Oh! my poor Nelly Gray, they have taken you away,
And I'll never see my darling any more,
I'm sitting by the river and I'm weeping all the day,
For you've gone from the old Kentucky shore.

2. When the moon had climbed the mountain, and the stars were shining too,
Then I'd take my darling Nelly Gray,
And we'd float down the river in my little red canoe,
While my banjo sweetly I would play: CHORUS

3. One night I went to see her, but “she’s gone!” the neighbors say,
The white man bound her with his chain;
They have taken her to Georgia for to wear her life away,
As she toils in the cotton and the cane. CHORUS

4. My canoe is under water, and my banjo is unstrung,
I’m tired of living any more,
My eyes shall look downward, and my song shall be unsung,
While I stay on the old Kentucky shore. CHORUS

5. My eyes are getting blinded, and I cannot see my way;
Hark! there’s somebody knocking at the door—
Oh! I hear the angels calling, and I see my Nelly Gray,
Farewell to the old Kentucky shore.

LAST CHORUS: Oh! my darling Nelly Gray, up in heaven there they say,
That they’ll never take you from me any more,
I’m a coming—coming—coming, as the angels clear the way,
Farewell to the old Kentucky shore.