There was a migration from Alabama to Texas after the latter was opened up to settlement by Americans. This event took place in the 1830s (not the 1880s as somebody states above), and it is believed that "Going to the West" was first sung in Alabama during that period. In short, the song appears to be about 180 years old.

On her Western-themed CD The Border of Heaven (2000) Connie Dover sings a gorgeous version, consisting of the original verses supplemented with her own, which expand the song to take it out of the particular circumstance of the original and to render it an anthem of the 19th-Century American experience of exploration and settlement.