There was another burning of the Henry Clay, at Vickburg, though the song may not be related to this burning. Gen. Sherman, in his Memories, says:

"Gen. Grant's orders for the general movement past Vicksburg by Richmond and Carthage, were dated April 20, 1863. McClernand was to lead off with his corps, McPherson next, and my corps (the 15th) to bring up the rear. Preliminary thereto, on the night of April 16, seven iron-clads, led by Admiral Porter in person, in the Benton, with three transports and ten barges in tow, ran the Vicksburg batteries by night. Anticipating a scene, I had four yawl-boats hauled across the swamp to the reach of the river below Vicksburg, and manned them with soldiers, ready to pick up any of the disabled wrecks as they floated by. I was out on the stream when the fleet passed Vicksburg, and the scene was truly sublime. As soon as the rebel gunners detected the Benton, which ,was in the lead, they opened on her, and on the others in succession, with shot and shell. Houses on the Vicksburg side and on the opposite shore were set on fire, which lighted up the whole river; and the roar of cannon, bursting of shells, and finally the burning of the Henry Clay, drifting with the current, made up a picture terrible, not often seen. Each gun-boat returned the fire as she passed the town, while the transports hugged the opposite shore. (undeline added)

SOURCED: From History of the 48th OVVI.

~Masato