Here are the lyrics as Grayson and Whitter sang them in 1929. They differ quite a bit from the original lyrics offered in this thread.

Grayson and Whitter version use some of the more colourful words from the 1829 gazette piece above that Jim Dixon found (note words like "faultering" etc.) I'll certainly steal some of this to adapt my performed version!

Doc Watson follows the version below fairly closely, but doesn't sing the verse about the drunk going into the bar. The "vile murder" bit seems to be G&W's; Doc uses it.

G&W play this in G. Doc plays it in D (he delays his last A7 chord a couple of beats as compared with the below.)

Contemporary musician Mark Graham has a fine version of this (in D) on his Old Time Harmonica album.   

The G&W version can be found here:
http://www.archive.org/details/GraysonAndWhitter-01-20

I Saw a Man at the Close of Day
Grayson/Whitter version

Key: G

(Fiddle solo opening)

   G                      | G
I saw a man at the close of day
             | C                         | D7
Standing round the grocery door
      | C                         | G
His eyes were sunk, his lips were parched
          | D7                       | G (Single-not bass guitar run: G-E-D-B-G)
And I viewed him o'er and o'er.

His lit-tle son stood by his side
And unto him he said
Oh Father, Mother's sick at home
And sister cries fer bread

He turned around, went in at the door
He staggered up to the bar
And faultering unto the landlord said
Just give me one glass more.

(Fiddle solo, with spoken bit at the opening: "Take warning girls")

A year or so I passed thereby
And a crowd stood round the door
I asked the reason, one replied,
Why, the drunkard is no more.

Just then a hearse moved slowly ["slow-ah"] by
No wife or children near
They'd gone before this vile murder
And left this world of care.

(Solo. Intro spoken: "Take warning girls and don't marry a drunkard.")

Come all you jolly dram drinkers
By this a warning take
And quit the overflowing bowl
Before it is too late.

Cheers,
Peter R. Snell
Choking Hazard Orchestra