Made popular by Big Joe Williams in 1935. It is one of the most covered blues songs.

Thought to be derived from an old folk song, Long John. The list of artists that covered it are almost endless. Van Morrison, AC/DC and Aerosmith are a few of the bigger rock groups to record it. 

https://archive.org/details/78_baby-please-dont-go_lightnin-hopkins_gbia0500344a

Baby, please don't go
Baby, please don't go
Baby, please don't go down to New Orleans
You know I love you so
Baby, please don't go

Baby, your man done gone
Well, your man done gone
Well, your man done gone, left the county farm
He had his shackles on
Baby, please don't go

Before I be your dog
Before I be your dog
Before I be your dog to get you way down here
I make you walk alone
Baby, please don't go
Hey

Baby, please don't go
Baby, please don't go
Baby, please don't go down to New Orleans
You know I love you so
Baby, please don't go

Before I be your dog
Before I be your dog
Before I be your dog get you way down here
Make you walk alone
Baby, please don't go

Know how I feel right now
My baby leavin', on that midnight train
And I'm cryin'

Baby, please don't go
Oh, baby please don't go
Baby, please don't go down to New Orleans
You know I love you so
Baby, please don't go, yeah

Before I be your dog
Before I be your dog
Before I be your dog to get you way down here
I make you walk alone
Baby, please don't go, yeah

Alright