I have seen a diary/journal reference of "Lily of the West" being played by a traveler on the way to the Montana gold fields (Virginia City) in about 1863 - the middle of the Civil War. No words or melody are given.

Interestingly, one of the American 19th Century song sheets that Malcolm references has in the opening -- "When first I came from Michigan..." -- which in other Civil war era references is sometimes referred to as the "Great Northwest."