Quick Google search found this info at the Folk Music Index

Tennessee Killer [Laws E41d]
Rt - [460] Arizona Killer
 
1. Laws, G. Malcolm / Native American Balladry, [461] Amer. Folklore Society, Bk (1964/1950), p267
2. [462] Steele. Randolph, Vance / Ozark Folksongs. Volume II, Songs of the South and ..., [463] Univ. of Missouri, Bk (1980/1946), p166/#175 [1942/01/06]
 
The Arizona Killer - Traditional/Lee, Katie
Rt - [731] Tennessee Killer
 
1. [732] Lee, Katie. Lee, Katie (ed.) / Ten Thousand Goddam Cattle. A History of the Amer...., [733] Katydid, sof (1976), p189