Finally! We have definitive lyrics from the sheet music!

You can see the sheet music at the website of Baylor University.


SHOW ME THE WAY TO GO HOME
Words and music by Irving King,* ©1925.

1. When I'm happy, when I'm happy, singing all the while,
I don't need nobody then to show me how to smile.
When I've been out on a spree, toddling down the street,
With this little melody everyone I greet:

CHORUS: Show me the way to go home.
I'm tired and I want to go to bed.
I had a little drink about an hour ago,
And it's gone right to my head.
Wherever I may roam,
On land, or sea, or foam,
You can always hear me singing this song:
Show me the way to go home.

2. Old King Cole was a merry old soul, and a merry old soul was he.
He called for his wine and he called for his pipe and he called for his fiddlers three.
When they'd had a high old time, all the whole night through,
What was it that King Cole said and his fiddlers too? CHORUS

EXTRA VERSES:

1. Miss Fitzsimmon went in swimmin' early one summer morn.
She took a dip and she heard a rip and she knew her suit was torn.
She stayed till the change of tide took the water out.
When no longer she could hide, she began to shout: CHORUS

2. At a ball game where they all came just to see Babe Ruth swat,
The bases three were full and he stepped out to take a shot.
Three balls and two strikes he heard; on the next, he fouled.
Then the guy who stood on third cleared his throat and howled: CHORUS

3. My friend Jack went to the track and a big bankroll he bet.
He bet upon a horse named Don and the darn thing's running yet.
He was forty miles from town as the pigeons fly.
He put his last dollar down and began to cry: CHORUS

4. Mamie Flynn went riding in a stranger's motor car.
He tried to kiss this charming miss, but he never got that far.
She hit him an awful smack; they were ten miles out,
And as she was walking back, he could hear her shout: CHORUS

5. Mister Wright came home one night quite unexpectedly,
And in his house, he caught his spouse with her affinity.
As the husband's gun was pressed to his rival's head,
He said: "Make your last request" and the stranger said: CHORUS

6. Mister Devil to the level came from down below.
The first night he went up to see the Ziegfeld Follies show.
When the dollies danced about dressed so scantily,
He got up and shouted out: "It's too hot for me!" CHORUS

7. Buying drinks, a lot of ginks gathered in a swell cafe.
A Scotchman who had quite a few was feeling rather gay.
He kept drinking with each guy as the hours fled.
When it came his time to buy, he stepped up and said: CHORUS

8. Jack McCann once took a man up in his aeroplane.
He looped the loop, then made a swoop and looped the loop again.
His friend paled and mopped his brow; then the flyer cried:
"What else can I show you now?" and his friend replied: CHORUS


* Wikipedia says "Irving King" is the pseudonym of the English songwriting team James Campbell and Reginald Connelly.

Note there is internal rhyme in most of the verses. The rhyme scheme goes:
–a –a –b
–c –c –b
–d –e
–d –e