I have just been reading "With Sherman to the Sea" the story of a thirteen year old drummer from Flint, Michigan who enlisted with the Michigan Tenth Infantry at the beginning of the American Civil War. The story was told by Coridon "Cord" Edward Foote to Olive Dean Hormel who wrote the book in 1960, so long after the actual fact. In Chapter VII, this is noted, and would have been in October of 1864. It may just be she added this herself knowing the song had been popular about that time, or Cord may have told her they sung the song:

IT WAS NOON OF the next day when Companies F and D came up with their regiment, sloshing along through the mud and singing one of their favorite songs:

"I'm Captain Jinks, of the Horse Marines;
I feed my horse on corn and beans,
And sport young ladies in their teens,
Though a captain in the army.
I teach young ladies how to dance,
How to dance, how to dance,
I teach young ladies how to dance,
For I'm the pet of the army."

Slogging along the road by the river, sometimes waist-deep in water, they were a muddy looking horde but a hilarious one and they roared out the chorus with gusto:

"Captain Jinks of the Horse Marines;
I feed my horse on corn and beans,
And often live beyond my means,
Though a captain in the army."

It was because of this mention I came searching, and found this forum. Not that this is significant, just thought it interesting.