Lyrics:

I've been around this whole country
But I never yet found Fennario.

Well, as we marched down
As we marched down
Well, as we marched down to Fennario
Well, our captain fell in love
With a lady like a dove
Her name that she had was Pretty Peggy-O

Well, what will your mother say
What will your mother say
What will your mother say, Pretty Peggy-O
What will your mother say
To know you're going away
You're never, never, never coming back-io?

Come a-running down your stairs
Come a-running down your stairs
Come a-running down your stairs, Pretty Peggy-O
Come a-running down your stairs
Comb back your yellow hair
You're the prettiest darned girl I ever seen-io.

The lieutenant he has gone
The lieutenant he has gone
The lieutenant he has gone, Pretty Peggy-O
The lieutenant he has gone
Long gone
He's a-riding down in Texas with the rodeo.

Well, our captain he is dead
Our captain he is dead
Our captain he is dead, Pretty Peggy-O
Well, our captain he is dead
Died for a maid
He's buried somewheres in Louisiana-O.