From the singing of Annette Hanshaw, at The Red Hot Jazz Archive:

SONG OF THE WANDERER
Neil Moret
San Francisco: Villa Moret, Inc., copyright 1926.

VERSE: Roads are so dusty, dear. Days are so long.
My feet grow rusty, dear. You're still wand'ring on.
All the world's a mockery. Weeping willows laugh at me,
'Cause I'm such a fool to be longing for you.

CHORUS: Where shall I go when I go where I go,
Since you have sent me away? I gotta know.
What shall I do when I do what I do do,
When you just haunt me all day?
Oh tell me: where can I find what I found when I first met you?
You were unkind, but I simply can't forget you.
Where shall I go when I go where I go,
Since you have sent me away?

[Piano interlude.]

CHORUS, WITH VARIATIONS:
Where shall I go when I go where I go, when I go where I go,
Since you have sent me away?
And what shall I do when I do what I do, when I do what I do,
When you just haunt me all day?
Oh, tell me: where can I find what I found when I first met you?
You were unkind, but I simply can't forget you.
Where shall I go when I go where I go, when I go where I go,
Since you have sent me away, far away from you?

[SPOKEN:] That's all.


The Red Hot Jazz Archive also has instrumental versions by these artists, all from 1927:
Paul Whiteman and His Orchestra
Tommy Christian and His Orchestra
Arthur Briggs' Savoy Syncopators Orchestra

And the Internet Archive has this vocal version, no date given, by Helen Humes.