This call-and-response song appears to have originated on the South Carolina coastal island of Saint Helena in the early 19th century.
The enigmatic reference to “train” would be the "gospel train," and its journey and destination are both salvation by believing in Jesus Christ the Saviour.

Our version features the inimitable Sister Joy

Mary had a baby (My Lord)
Mary had a baby (Oh My Lord)
Mary had a baby (My Lord)
The people keep a-comin' an' the train done gone.

Where did she lay him (My Lord)
Where did she lay him (Oh My Lord)
Where did she lay him (My Lord)
The people keep a-comin' an' the train done gone.

Laid him in a manger (My Lord)
Laid him in a manger (Oh My Lord)
Laid him in a manger (My Lord)
The people keep a-comin' an' the train done gone.

What did she name him? (My Lord)
What did she name him? (Oh My Lord)
What did she name him? (My Lord)
The people keep a-comin' an' the train done gone.

© 2016 Shiloh Worship Music COPY FREELY;This Music is copyrighted to prevent misuse, however,permission is granted for non-commercial copying-Radio play permitted www.shilohworshipmusic.com

Named him King Jesus (My Lord)
Named him King Jesus (Oh My Lord)
Named him King Jesus (My Lord)
The people keep a-comin' an' the train done gone.

Who heard the singing? (My Lord)
Who heard the singing? (Oh My Lord)
Who heard the singing? (My Lord)
The people keep a-comin' an' the train done gone.

© 2016 Shiloh Worship Music COPY FREELY;This Music is copyrighted to prevent misuse, however,permission is granted for non-commercial copying-Radio play permitted www.shilohworshipmusic.com