My favorite version can be found in the Wolf Folklore Collection; the words are fairly similar, but the second verse is different from any I've seen. There's a recording of it sung there, as well.

"Oh, bury me not on the lone prairie."
These words came sad and mournfully
From the pallid lips of a youth who lay
On his dying cot at the close of day.

The cowboys gathered around his bed
To hear what their dying cowboy said.
"Oh, grant--oh, grant--this boon for me:
Oh, bury me not on the lone prairie.

"By my father's side let my bones be laid,
On the lone hillside in the maple's shade,
Where my friends may come and . . . me.
Oh, bury me not on the lone prairie.

"It matters not, so I've been told,
Where the body lies when the heart grows cold.
But grant--oh, grant--this dying . . . ,
Oh, bury me not on the lone prairie.

"Don't listen to enticing words
From men who own large groves and herds.
Oh, comrades brave, take warning, pray;
Don't leave your home for the lone prairie.

"Oh, bury me not on the lone prairie,
Where the wild coyotes will howl o'er me,
Where the rattlesnakes hiss and the wind sports free.
Oh, bury me not on the lone prairie.

"Oh, bury me not," and his voice failed there.
They paid no heed to his dying prayer.
In a narrow grave just six by three,
They laid him there on the lone prairie.

http://web.lyon.edu/wolfcollection/songs/ashbury1247.html