If it was "This Train" ("Bound for Glory") he did not write it, he sang it a lot and he called his autobiography "Bound for Glory" which adds to the myth, but he was aware of the myth in his own lifetime. The song is in the Lomax book on Folksongs of America, try the Digitrad on the two titles
I have heard the woooooowoooo chorus used so it may be the one.