The Cleveland Index groups both under the title Many Thousand Gone. For some reason, they separate Many Thousand Go, which is essentially the one quoted by Rolfyboy (except for 'go' instead of 'gone' and was the earliest version to be printed (1867).
Note to the song, # 64, in Allen, 1867, "Slave Songs of the United States": "A song to which the rebellion had actually given rise. This was composed by nobody knows whom--though it was the most recent doubtless of all these 'spirituals' [those published by Allen], and had been sung in secret to avoid detection. It is certainly plaintive enough. The peck of corn and pint of salt were slavery rations." T. W. H. Lt. Col. Trowbridge learned that it was first sung when Beauregard took the slaves of the islands to build the fortifications at Hilton Head and Bay Point."
The Cleveland Index is in error by citing Fenner (1874) as a source for Many Thousand Gone. It was published in an edition by the Hampton staff after Fenner's death (either 1891 or 1909).