To supplement the B.F. Shelton transcription above, here is the other earliest recorded version. It's a lot more miscellaneous than Shelton's, with mostly disconnected verses.

The one thing I can't make out is the fourth line of the first verse. If any of you get a chance to hear it, see if you can tell what he's singing. Bob

DARLING CORA
As recorded by Buell Kazee, Brunswick, April 19, 1927

Wake up, wake up, Darling Corey,
What makes you sleep so sound?
Those highway robbers are raging,
[They knock? Acting up? Cutting up?] around your town.

Wake up, wake up, darling Corey,
How can you sleep so late?
When those burglars now are coming,
They're waiting at your gate.

Just see that old train a-coming,
See her coming around the curve,
She's a-pulling for the station,
And straining every nerve.

Just see those pretty girls coming
With curls all round their head,
When I see those pretty girls coming
I wish darling Corey was dead.

Last night I lay on a pillow,
Tonight I lay on a bed,
Last night I lay on a pillow,
And I dreamed darling Corey was dead.