Alan Lomax has this in Folk Songs of N. America, quoted from Negro Folk Songs as Sung by Lead Belly, 1936.

When I was a cowboy, out on the western plains, (2)
I made a half a million, pullin' on the bridle reins.

Cho:
Come-a-cow-cow-yicky, come-a-cow-cow-yicky-yicky-yea.

O the hardest battle was ever on the western plains, (2)
When me an' a bunch of cowboys run into Jesse James. (CHO,)

When me an' a bunch of cowboys run into Jesse James (2)
The bullets was a-fallin' just like a show'r of rain. (CHO.)

O the hardest battle was ever on Bunker Hill, (2)
When me an' a bunch of cowboys run into Buffalo Bill. (CHO.)

When your house catch a-fire and they ain't no water roun' (2)
Throw your jelly out the window, let the doggone shack burn down. (CHO.)

("jelly" was Negro slang for body.)

The Range of the Buffalo is a separate song.