Here's the Traditional Ballad Index entry on this song:

Roving Gambler, The (The Gambling Man) [Laws H4]

DESCRIPTION: The singer freely admits his addiction to gambling, cards, and a roving life. But he also has an eye for the ladies. In one town he meets with a "pretty little girl" who takes him home and then decides to follow him wherever he goes
AUTHOR: unknown
EARLIEST DATE: 1915 (Brown)
KEYWORDS: gambling courting rambling floatingverses
FOUND IN: US(Ap,MW,Ro,SE,So,SW)
REFERENCES (23 citations):
Laws H4, "The Roving Gambler (The Gambling Man)"
Belden, pp. 374-377, "The Guerrilla Boy" (4 texts, 1 tune, but only the first 2 texts are this piece)
Randolph 835, "The Guerilla Man" (3 texts, 1 tune)
Randolph/Cohen, pp. 323-325, "The Guerrilla Man" (1 text, 1 tune -- Randolph's 835A. Cohen notes that the printed melody fits only the first verse; there is probably an error in the transcription, causing a line to be omitted)
Owens-1ed, pp. 183-185, "The Roving Gambler" (1 text, 1 tune)
Owens-2ed, pp. 85-86, "The Roving Gambler" (1 text, 1 tune)
BrownIII 49, "The Journeyman" (3 text)
Bronner-Eskin2 43, "The Gambler" (1 text, 1 tune)
Brewster 87, "The Blue-Coat Man" (1 text, a curious version in which the gambler, upon seeing enemies, "willingly shot them down"; 1 tune)
Gardner/Chickering 75, "The Roaming Gambler" (1 text)
Peters, pp. 261-262, "The Gambling Man" (1 text, 1 tune)
Fuson, p. 131, "The Gambling Man" (1 text, incorporating the "Pretty Little Foot")
MHenry-Appalachians, pp. 98-99, "The Roving Gambler" (1 text; a number of his other texts also have verses probably from this song; see the references under "On Top of Old Smokey")
Rosenberg, p. 142, "The Rovin' Gambler" (1 text, 1 tune)
Sandburg, pp. 312-313, "The Roving Gambler" (3 texts, 1 tune. The "A" and "C" texts, clearly go here; the "B" text is possibly distinct though mostly floating verses)
Lomax-ABFS, pp. 150-151, "The Roving Gambler" (1 text, 1 tune)
Logsdon 21, pp. 136-139, "The Buckskin Shirt" (1 text, 1 tune, a strange composite starting with "The Roving Gambler (The Gambling Man) [Laws H4]), breaks into a cowboy version of "Soldier Boy for Me (A Railroader for Me)," and concludes with a stanza describing the happy marriage between the two)
Botkin-AmFolklr, p. 889, "The Roving Gambler" (1 text, 1 tune)
Botkin-MRFolklr, p. 592, "The Wandering Steamboatman" (1 partial text)
Darling-NAS, pp. 226-227, "The Roving Gambler" (1 text)
Silber-FSWB, p. 54, "Rambling, Gambling Man" (1 text, with more than a little influence from the "I'm a Rambler, I'm a Gambler" texts of "The Wagoner's Lad"); p. 60, "Roving Gambler Blues" (1 text)
Thomas-Makin', p. 122, "The Rustlin' Gambler" (1 text, probably a mix of this with other gambler songs)
DT 645, ROVINGMB
Roud #498
RECORDINGS:
Frank Bode, "Roving Gambler" (on FBode1)
Crockett's Kentucky Mountaineers, "Roving Gambler" (Crown 3159, 1931; Paramount 3302, 1932; Varsity 5082, Montgomery Ward M-3025, Homestead 23041, Continental 3012 [as Pete Daley's Arkansas Fiddlers], n.d.)
Vernon Dalhart, "Rovin' Gambler" (Edison 51584, 1925) (CYL: Edison [BA] 5027 [as Vernon Dalhart & Co.], n.d.) (OKeh 40479 [as Tobe Little], 1925) (Columbia 15034 [as Al Craver], 1925) (Grey Gull/Radiex 4135 [as Jeff Calhoun], 1927)
Hobart Delp & band, "Roving Gambler" (on Persis1)
Kelly Harrell, "Rovin' Gambler" (Victor 19596, 1925; on KHarrell01) (Victor 20171, 1926; Montgomery Ward M-4367, 1933; on KHarrell01)
Claude Moye, "Roving Gambler" (Champion 16118 [as Asparagus Joe], Supertone 9712 [as Pie Plant Pete], 1930; Superior 2643 [as Jerry Wallace], 1931; Champion 45063, Melotone [Can.] 45063 [both as Pie Plant Pete; as "Rovin' Gambler"], 1935)
RECORDINGS: J. J. Neece, "Old Gambling Man" (on CloseHomeMS)
New Lost City Ramblers, "Roving Gambler" (on NLCR01)
George Reneau, "Rovin' Gambler" (Vocalion 15148, 1925; Vocalion 5077, 1926)
Gid Tanner & his Skillet Lickers, "The Roving Gambler" (Columbia 15447-D, 1929)
Welby Toomey, "Roving Gambler" (Gennett 6005, Champion 15209 [as Herb Jennings], Silvertone 5006, Challenge 229 [as Clarence Adams], 1927; Silvertone 8151, Supertone 9252, 1928; Herwin 75532, n.d.; rec. 1926)
Doug Wallin, "The Roving Gambler" (on Wallins1)
CROSS-REFERENCES:
cf. "True-Born Irish Man (With My Swag All on My Shoulder; The True-Born Native Man)" (plot)
cf. "Hang Me, Oh Hang Me (Been All Around This World)" (floating lyrics)
cf. "Almost Done" (floating lyrics)
cf. "The Gambler" (theme, floating lyrics)
cf. "Sailing Out on the Ocean" (floating lyrics)
cf. "I Met a Handsome Lady" (lyrics)
cf. "The Soldier Boy (III) (The Texas Volunteer)" (lyrics)
cf. "I Am a Roving Peddler" (tune, some lyrics)
File: LH04

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