If you mean the one done by the Carolina Tar Heels with lead vocal by Tom Ashley, this is it:

The Train's Done Left Me
(Songwriter?)

The train's done left me and the jitney bus has gone
The train's done left me and the jitney bus has gone
But a-walking and crowded [?] and I won't be here long.

I was leaving a Monday, Lordy, hain't a going back no more
I was leaving a Monday, Lordy, hain't a going back no more
For the woman I was loving, she's further down the road.

The train I was riding, she was 14 coaches long
The train I was riding, she was 14 coaches long
Aw, the woman I was loving, she's got another man and gone.

Victor Vi-40128, recorded 3 April 1929 at Camden, NJ; Thomas C Ashley, vocal/gtr, Dock Walsh, banjo, Garley Foster, harmonica/guitar.