Here are the lyrics to the version I know:

BANKS OF THE OHIO

I asked my love to take a walk,
Just a little walk, just a little way,
Down beside where the waters flow,
Down by the banks of the Ohio.

CHORUS: And only say that you'll be mine,
In no other's arms entwined,
Down beside where the waters flown,
Down by the banks of the Ohio.

I held a knife against her breast
As into my arms she pressed.
She cried, "O Willie, don't murder me.
I'm not prepared for eternity."

I started home between twelve and one.
I cried, "My God, what have I done?
I killed the only one I loved,
Because she would not be my bride."

REPEAT CHORUS

Down by the banks of the Ohio.