Sorcha: Perhaps I wasn't clear. The George M. Cohan song that Masato posted a link to is a totally different song that just coincidentally has the words "Mister Moon" in it.

All the other lyrics that people have posted here are obviously related to one another, but we haven't found their origin yet. (Except I'm not sure if Breezy's verse is part of the same song.)

Call it an old song-hunter's intuition. My hunches are (1) the lines about the shotgun or gatling gun were not in the original, but are parody lines added afterwards; and (2) the "song" that we are familiar with is only the chorus, and there are missing verses yet to be found.

I think Bill Kennedy might be on the right track, and that the original song might be a "coon song" or minstrel-show song. I would like to know if he remembers anything about a gun. Bill, are you still following this thread?