My grandfather used to sing it to me, but I remember it like this:

Whenever you're in a railway train, never look out of the window pane
I was a fool and did it once, I did it to my regret
A lady passenger aid to me "Excuse sir would you mind telling me if the train has started yet"

I stuck my head out the window, and my hat blew away
I reached out to get it like an idiotic jay
My pats were tight and they busted and the passengers behind
Said "hey you in the little sort shirt ... come in a pull down the blind!"