Sonny Terry and Brownie McGhee recorded this as Heart in Sorrow. Also, sometime in the 90s, Jackson Delta recorded it as I Ain’t Got No Baby Now - but you’ll have a hard time finding that recording.

I also do this song regularly. Here are the lyrics I use (which are close to, if not the same as the above):

my [I]baby bought a [V]ticket and she's [IV]heading for the train
she's a [I]married woman but i [V]love her just the [I]same

CHORUS:
[I]don't you know that [IV]i ain't got no baby [I]now
don't you know that [IV]i ain't got no lover [V]now oh no
said now [I]i said i ain't
got no [IV]loving baby now
my [I]heart's in sorrow and the [V]tears keep on rolling [I]down

i [I]started to write a [V]letter just to [IV]let that woman know
that no [I]matter how long she's [V]gone i'm gonna miss her [I]so
(chorus)

that [I]broke down old [V]fireman and that [IV]cruel engineer
that [I]dirty conductor waved the [V]train away from [I]here
(chorus)