Here's another version from Sandburg's American Songbag:

SADIE

Sadie went into the bar-room, and she ordered up a big glass of beer.
She said, "Tell me the truth, Mister Bartender, has my Henry Brown been here?
'Cause he's my man, and he's doin' me wrong, he won't come home."

"Well I ain't goin' to tell you no secrets, and I ain't goin' to tell you no lies,
But I saw Henry Brown just a moment ago, and I could hardly b'lieve my eyes,
'Cause he's your man, what's been doin' you wrong, he won't come home."

Sadie drank up all her beer, and she ordered up a big glass of gin,
She said, "Ain't it a shame, Mister Bartender, that I've a-takin' to drinkin' again,
On account of my man, what's a-doin' me wrong, he wouldn't come home."

Sadie went up a dark alley, and she didn't go up there for fun,
For under her sky-blue kimono, she had a great big forty-four gun,
On account of her man, what was doin' her wrong, he wouldn't come home.

"Roll me over easy, now roll me over slow,
Oh, roll me over on my right side because my left side hurts me so,
'Cause I'm Sadie's man, what's a done her wrong, I wouldn't come home."

They hauled out the rubber-tired carriage, and they hauled out the rubber-tired hack,
They were haulin' a guy to the grave-yard, and they weren't gonna haul him back,
He was Sadie's man, that had done her wrong, he wouldn't come home.