There's a Skip James song called "Illinois" (released on Biograph records). Of all the Sweet Home Chicago" records I ever heard, I liked Luther Allison's ('cause it drives) and Walter Davis' ('cause it's different) and John Renbourn's ('cause it's "Sweet Home Kokomo", which is a damn sight closer to Californiyay than Chicago).

There's a lot of Jazz songs with relevant references, but I'd have to be round the loop to list them all