Lyrics:

Well my mama told me, my papa told me too
Well my mama told me, my papa told me too
Well I shouldn't be here trying to sing these railroad blues

Wish I had listened to oh what mama said (note 1)
Wish I had listened to oh what mama said
Well I wouldn't be here trying to sleep in this cold iron bed (note 2)

Well I went to the depot, I never got there on time
Went down to the depot, never got there on time
Well that train's rolling down, she's rolling down the line

Mister jailer go away now, don't tell me no lies
Mister jailer go away now, don't tell me no lies
Well that train's going down, she's rolling down the line

Well my mama told me, my papa told me too
Well my mama told me, papa told me too
Well I shouldn't be here trying to sing these railroad blues

Wish I had listened to oh what mama said
Wish I had listened to oh what mama said
Well I wouldn't be here trying to sleep in this cold iron bed

(1) the sheet music has this line as 'Should I hear the lesson of what my mama say?' But I'm pretty sure that's a mis-transcription.
(2) similarly, the sheet music has 'cold dark bed.'

The earliest version by the Grateful Dead, on 'Rare Cuts And Oddities' contains an extra verse:

I asked the judge now, what might be my fine
I asked the judge now, what might be my fine
Ninety years on the Rocky Highland line