At the John Jacob Niles website I found this quote from him about the song:

"In 1908 my father had in his employ a Negro ditch-digger known as Objerall Jacket. As he dug, he sang, "Go way from my window, go way from my door" -- just those words, over and over again, on two notes. Working beside Jacket all day (I was sixteen at the time), I decided that something had to be done. The results were a four-verse song dedicated to a blue-eyes, blond girl, who didn't think much of my efforts. The song lay fallow from 1908 to 1929, when I arranged it and transposed to a higher key. "Go 'way from My Window" was was first sung successfully in Berlin, Germany, in 1930. It has gone a long way since." -JOHN JACOB NILES