I had a lot of FUN transcribing this one. The sheet music is CONSIDERABLY different from the recorded version.

MOONLIGHT AND SKIES
Words and music by Raymond B. Hall & Jimmie Rodgers.
As recorded by Jimmie Rodgers, 1930. (Victor 23574)

1. Oh, [D] come hear my stor-[D7]y of [G] heartaches and [D] sighs.
I'm a pris'ner who's lonely for my moonlight and [A7] skies.
[D] I have a sweetheart who's [G] waiting for me
Back in old Okla-[D]homa not [A7] far from Shaw-[D]nee.

2. Her lips like the [G] cherries; her little heart [D] cries:
"Daddy, please come [A7] back to your moonlight and [D] skies."
My pal's name was [G] Blackie, a lad with true [D] heart.
A robb'ry we [A7] planned, so decided to [D] start.

3. I went to my [G] darling with tears in her [D] eyes.
She said: "Daddy don't [A7] leave me, your moonlight and [D] skies."
I laughed at her [G] pleadings; youth must have its [D] ways
And said: "I'll be ...[A7] back in a couple of [D] days."

INSTRUMENTAL NOTES TO YODEL: D/A7/D

4. The [D] next scene was [D7] fatal, with a [G] shot through his [D] heart,
For Blackie died sending love to his sweet-[A7]heart.
"Go [D] tell her, go tell her [G] I send my love.
I'll meet her in [D] heaven with the [A7] angels a-[D]bove."

5. That night I was [G] captured out under the [D] stars.
Now I have life to [A7] linger behind these iron [D] bars.
You'll find me at my [G] window as the day slowly [D] dies.
I am dreaming of my [A7] darling and my moonlight and [D] skies.

6. A pale moon is [G] shining, is shining so [D] bright
And lovers are [A7] strolling by my window to-[D]night
Their laughter so [G] merry brings heartaches and [D] sighs
To a pris'ner who's [A7] lonely for the moonlight and [D] skies.

TAG: ([D] Half a yodel instrumental) For [A7] moonlight and [D] skies.

Note. 1st and 4th verses have different chord structures.
SOURCE: THE LEGENDARY JIMMIE RODGERS, VOL. 1/RCA DPL 2-0075(e)