Where did you listen to it?

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From wikipedia.

'"I'm Alabama Bound" is a ragtime melody composed by Robert Hoffman in 1909. Hoffman "respectfully" dedicated it to one M. T. Scarlata.[1] The cover of its first edition (published by Robert Ebberman, New Orleans, 1909) advertises the music as "Also Known As The Alabama Blues" which has led some to suspect it of being one of the first blues songs. However, as written, it is an up-tempo rag (Rag Time Two Step) with no associated lyrics.
It has been recorded numerous times in different styles—both written and in sound recordings—with a number of different sets of lyrics.
Two recording artists claimed composing credits for the tune under two different titles and both with differing lyrics: Trixie Smith for "Railroad Blues" (Paramount 12262, 1925) and Ferdinand "Jelly Roll" Morton for "Don't You Leave Me Here" (Bluebird 10450, 1939).
Huddie "LeadBelly" Ledbetter recorded perhaps the best-known version of "I'm Alabama Bound" ("Alabama Bound", Victor 27268, 1940).'