When my parents bought a Victorian house outside Milwaukee Wisconsin,
it came with a "music room" in which there was left a wind-up Victrola
and a bunch of 78 RPM records, probably vintage pre-1935. One of
them (my favorite, aged 10) was DOWN BY THE STATION. All I can remember
is that it had a red label (Victor Gold Seal?). The lyrics were as
in previous posts, with "See the station master, turn the little handle..." (which blew the whistle?).