You probably couldn't find it because the correct title is "Blue Railroad Train". Here are the lyrics:

[You can hear this recording on YouTube.]

BLUE RAILROAD TRAIN
Words and music by the Delmore Brothers (Alton and Rabon)
As recorded by The Delmore Brothers, 1933. (Bluebird 5531)

Blue railroad train, goin’ down the railroad track,
It makes me feel so doggone blue to listen to that ol’ smokestack.
Come back again; let me hear the whistle blow.
You’re takin’ the sun and leavin’ the rain, and I hate to see you go.

Blue railroad train, leavin’ me far behind,
Gi’ me back the good ol’ days and let me ramble down the line.
Blue railroad train, leavin’ me here alone,
You treat me good; you treat me bad; you’re makin’ me think of home.

I’ve got the blues; I’m longin’ for company.
It’s many a mile from where I am to the only one for me.
It’s lonely here waiting for the manifest.
I hope that engineer is kind enough to let me be his guest.

I’m not as bad as you might think I am.
I hobo’d here, I hobo’d there; I’ve traveled these states around.
Blue railroad train, a good ol’ pal to me,
You take me where I want to go, and my transportation’s free.

Bruce