Ken Burns used the 1908 version of this song in his documentary series "Baseball"... I think I like it better than the 1927 version that Wysiwig posted... maybe because it was the first version I learned...

But I suspect it's because in the earlier version, "Katie Casey's" passion is allowed to stand on its own, instead of being compared to a man's, as "Nelly Kelly's" is... Besides, the name Katie Casey is a nice allusion to "Casey at the Bat."