I listened to several sound samples, and transcribed these lyrics:

...but he really had a ragtime band.

They say that old Bat Masterson carried a cane,
But that's not so: he drove a plane.
They say that Big Cheyenne shot up the land,
But he really was a real estate man.

They say that old big Paladin, have gun will travel,
But that's not so: he shoveled gravel....

* * *
...They say that Wyatt Earp rode a horse,
But that's not so: he drove a car.
They said that Big Cheyenne shot up the land,
But he really was a real estate man.

They say that Rudolph Valentino was a lover,
But that's not so: it was his brother.
Sayin' Jesse James....

* * *
The samples I listened to came from:

Various Artists, "More New Orleans Party Classics," Rhino CD 75506, 1999—where THE JOKE is performed by Reggie Hall.

Various Artists, "Funky Funky New Orleans, Vol. 2," Funky Delicacies CD 0018, 2002—where THE JOKE is performed by Leonard Harris.


THE JOKE, performed by Reggie Hall, is also on:

Various Artists, "Chess New Orleans," MCA CD 9355, 1995 (a 2-CD set)