From the sheet music at University of St. Francis:

THE GHOST THAT NEVER WALKED
Words by William Jerome, music by Jean Schwartz, ©1904.
From the play “Piff! Paff!! Pouf!!!—A Musical Cocktail,” book by Stanislaus Stange, produced by F. C. Whitney.

1. Don’t shake with fear as I draw near; I’m just a harmless creature.
Don’t think me wild; I’m weak and mild, for weakness is my feature.
Please have a little pity, and listen to my ditty.
I’m not the great Elijah who heals “heels” in Zion City.

CHORUS: I’m the ghost of a troupe that disbanded in Peoria.
I’m the ghost of a bunch that were only out for glory.
Glory, glory, hallelujah-lujah! Money never talked.
In me you see a novelty: I’m the ghost that never walked.

2. On sal’ry day, they used to pray that I’d make my appearance,
But railroad fares and empty chairs, they caused an interference.
Show days are not all sunny, and don’t think me too funny
When I tell you I couldn’t even pay them with stage money. CHORUS

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YouTube has recordings by
Billy Murray, Victor 2849, 1904.
“Ragtime” Bob Roberts, Columbia 3035, 1904.
Arthur Collins, Zonophone 67, 1904.