Tried my best to transcribe by ear. May not be correct in some parts.

A (x02220@1)                                D (xx0232@1)                A (x02220@1) E7Have (020130@1)mercy, have mercy baby, have mercy, have mercy on me.

A (x02220@1)                     D7 (xx0212@1) A (x02220@1)                 E (022100@1) 
Well I went to see the gypsy, to have my fortune read.
          A (x02220@1)                     D7She (xx0212@1)said man, your baby's gonna leave you.
     E (022100@1)                          AHer (x02220@1)bags are packed up under the bed. I cried.

A (x02220@1)                                D (xx0232@1)                A (x02220@1)E7Have (020130@1)mercy, have mercy baby, have mercy, have mercy on me.

A (x02220@1)                     D7 (xx0212@1)  A (x02220@1)                EI (022100@1)said if you leave me baby, girl if you put me down.
      A (x02220@1)                 D7 (xx0212@1)             E (022100@1)                 AI'm (x02220@1)going to the nearest river child, and jump overboard and drown.

Don't leave me.

A (x02220@1)                                D (xx0232@1)                AHave (x02220@1)mercy, have mercy baby, have mercy, have mercy on me.

Bm (x24432@1) A (x02220@1)  Bm (x24432@1) A (x02220@1)                    EWell (022100@1)now hey baby, hey now, what you trying to do?
Bm (x24432@1) A (x02220@1)  Bm (x24432@1) A (x02220@1) EHey (022100@1)baby, hey now, please don't say we're through.

A (x02220@1)          D7 (xx0212@1)  A (x02220@1)                         EI (022100@1)said if you stay baby, I'll tell you what I'm gonna do.
           A (x02220@1)            D7I'm (xx0212@1)gonna work two jobs, seven days a week,
     E (022100@1)                    Aand (x02220@1)bring my money home to you, well I said.

A (x02220@1)                                D (xx0232@1)                AHave (x02220@1)mercy, have mercy baby, have mercy, have mercy on me.

A (x02220@1)                                D (xx0232@1)                AHave (x02220@1)mercy, have mercy baby, have mercy, have mercy on me.