Lyrics:

You always said I wouldn't stay
I guess you saw the way
Before it all began
I've always been a changin' train
And when you think on this
You might forgive me then

Thanks for Chicago Mr James
And all the shiny suits
And all the shining names
The things a country boy can't grace
Without the look of shame
Upon a city face
And you needed more
Than the smile I wore

You picked me up on my way down
The dusty one horse town
I won't forget the jail
The mayor's wife and Cadillac
The sheriff on my back
Till you put up the bail

Thanks for Chicago Mr James
You got a lot of grace
But you're an empty place
The dawn falls hard upon my face
I'll move as I began
Through fields without a plan

Thanks for Chicago Mr James
That world of grey and gold
That watched you growing old
The things I never saw I see
To think that I'm still free
And I'm not feeling cold