Greg F. said,
Per Dave Van Ronk:

    "I had learned it sometime in the 1950s, from a recording by Hally Wood, the Texas singer and collector, who had got it from an Alan Lomax field recording by a Kentucky woman named Georgia Turner. I put a different spin on it by altering the chords and using a bass line that descended in half steps—a common enough progression in jazz, but unusual among folksingers. By the early 1960s, the song had become one of my signature pieces, and I could hardly get off the stage without doing it." {The Mayor of MacDougal Street, ISBN 978-0-306-81479-2, p. 115}
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Dave later said that Bob Dylan asked if he could record the song with Dave's new chord changes, but Dave asked him to wait till he had a chance to record it himself. Bob said that he was sorry, but he'd already recorded it. After Bob's LP came out, audiences would say to Dave, "Hey play that Dylan song about the whore house in New Orleans," so he had to quit playing it.
Then Eric Burdon recorded it using Van Ronk's changes and Dylan started being asked to "play that Animals' song about New Orleans," so Dylan had to quit playing it.