Tom Glazer's Treasury of Folk Songs has it as a play-party song:

Hey Jim Along, Jim Along Josie,
Hey Jim Along, Jim Along Jo,
Hey Jim Along, Jim Along Josie,
Hey Jim Along, Jim Along Jo.

Walk Jim Along, Jim Along Josie,
Walk Jim Along, Jim Along Jo,
Walk Jim Along, Jim Along Josie,
Walk Jim Along, Jim Along Jo.

Hop Jim Along, Jim Along Josie,
Hop Jim Along, Jim Along Jo,
Hop Jim Along, Jim Along Josie,
Hop Jim Along, Jim Along Jo.

(Or anything else you can think of,
like crawl, roll, swing, etc.)

Click to play

---

Somewhat similar text in the Handy Play-Party Book which cites its source as Katherine F. Rohrbough of Greene County, New York, about 1870.

Hey, Jim along, Jim along Josie,
Hey, Jim along, Jim along Joe!
Any pretty girl that wants a beau, sing,
Hey, Jim along, Jim along Joe!

Click to play

Here are the dance instructions:

FORMATION: The Virginia Reel formation:
four to six couples, boys in one line, facing partners in opposite line.

ACTION: Old Virginia Reel figures used. Preceding the individual action the lines all advance and go through the first 5 movements with partners opposite. All clap the first note of each 8 beats. All clap in time to the refrain.
Movements are summarized here:

1. First girl and last boy forward and bow (4 measures) All movements repeated immediately by first boy and last girl---another 4 measures.
2. Turn with the right hand around.
3. Turn with both hands joined.
4. Back to back, pass by the right (Dos-a-dos).
5. Back to back, by the left shoulders.
6. First couple chassez the center (slide step) to the foot of the set and back to place, with both hands joined.
7. Right hand to your partner and reel. (Right to your partner, left to the side.)*
8. Head couple comes back up the center and all follow down the outside.
9. Join hands with partners, return to place and make an arch.
10. Head couple goes under arch to the foot. Repeat from beginning with new (second) couple at the head.

Too damn complicated for me...
-Joe Offer-