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

Freight Train

DESCRIPTION: "Freight train, freight train, run so fast/Please don't tell what train I'm on/So they won't know where I've gone." Rest of song gives singer's wishes for her burial "at the foot of old Chestnut Street."
AUTHOR: Elizabeth Cotten
EARLIEST DATE: 1952 (composed c. 1905?)
KEYWORDS: train burial death nonballad
FOUND IN: US(SE)
REFERENCES (4 citations):
Cohen-LSRail, pp. 521-523, "Freight Train" (1 text, 1 tune)
Cohen/Seeger/Wood, p. 120, "Freight Train" (1 text, 1 tune)
Silber-FSWB, p. 63, "Freight Train" (1 text)
DT, FRGHTRN
RECORDINGS:
Elizabeth Cotten, "Freight Train" (on Cotten01, ClassRR) (on Cotten03)
Pete Seeger, "Freight Train" (on PeteSeeger34)
NOTES: Though not folk in origin, it was so widely recorded in the Sixties that it did seem briefly to go into oral tradition, though I suspect it's nearly dead as a folk song by now.
The popularity of the song seems to have been due partly to its use as a fingerpicking exercise. It is ironic to note that Elizabeth Cotten herself was left-handed, but instead of playing a left-handed guitar, she played a right-handed guitar flipped 180 degrees (i.e. she had her left hand on the fretboard, but with the bass strings on top and the treble on the bottom). So effectively none of the people imitating her style are actually imitating her technique. - RBW
Last updated in version 3.5
File: CSW120

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The Ballad Index Copyright 2016 by Robert B. Waltz and David G. Engle.

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And the Digital Tradition lyrics:

FREIGHT TRAIN
(Libba Cotton)

Freight train, freight train going so fast
Freight train, freight train going so fast
Please don't tell what train I'm on
So they won't know where I'm gone

Freight train, freight train, going round the bend
Freight train, freight train, gone again
One of these days, turn that train around
Go back to my home town

One more place I'd like to be
One more place I'd love to see
To watch those old Blue Ridge Mountain climb
While I ride old Number Nine

When I die please bury me deep
Down at the end of Chestnut Street
So I can hear old Number Nine
As she goes rolling by

Copyright Libba Cotton
@travel
filename[ FRGHTRN
RG

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The Digital Tradition lyrics are almost the same as those at http://www.peterpaulandmary.com/music/f-03-10.htm:

FREIGHT TRAIN
Adapted & Arranged:Stookey/Mezzetti/Travers/Okun- Neworld Media Music Publishers-ASCAP

Chorus:
Freight train freight train goin' so fast
Freight train freight train goin' so fast
Please don't tell what train I'm on
So they won't know where I've gone.

Freight train, freight train, comin' round the bend
Freight train, freight train, gone again
One of these days turn that train around
Go back to my hometown.

 (Chorus)

One more place I'd like to be
One more place I'd love to see
To watch those old Blue Ridge Mountains climb
As I ride ol' Number Nine.

 (Chorus)

When I die please bury me deep
Down at the end of Bleecker Street
So I can hear ol' Number Nine
As she goes rollin' by.

 (Chorus)