According to Wikipedia, "Along the road to Gundagai" is a different song written by Jack O'Hagen in 1922. The only one I have heard though is "Nine Miles to Gundagai", the dog on the tucker box one, link by Steve Parkes to Bob Bolton's post above. And "The road to Gundagai" is a Banjo Paterson poem. I have been there, or more accurately driven through it, and it is a pretty unpreposessing place. However it seems to have become a metaphor for the life of the drovers of the 19th century.