I'm not sure about the name of the song. My Dad used to sing it back in the 40's. The only words I remember are:

"keep a light in your window tonight,
your wandering boy is coming home.
Just make sure that it's still shinning bright
I'm/He's/ (?) coming home no more to roam."

There is a cowboy song (COWPIE) with the title "keep a light in your window tonight" but it's not the same song.

Cap't Bob