My first tab
I couldn't find any chords or tabs on the song so I went ahead and figured out how to 
play it with chords
Might not be completely accurate but it still sounds great to play

Standard Tuning
CAPO : 4th Fret

Not sure what the chord names are so I'll just call them by what they would be if they 
were played without a capo

CHORDS:
    E  | Gm? |  Am |  C  |  Em |  ?  |  P  |
e|--0--|--2--|--0--|--0--|--0--|--0--|--x--|
B|--0--|--2--|--1--|--1--|--0--|--0--|--x--|
G|--1--|--2--|--2--|--0--|--0--|--2--|--x--|
D|--2--|--4--|--2--|--2--|--2--|--1--|--x--|
A|--2--|--4--|--0--|--3--|--2--|--2--|--x--|
E|--0--|--2--|--0--|--3--|--0--|--0--|--x--|

Intro:
It sounds best if you just play the low E string to imitate the bass then as the song 
progresses start playing the A as well then the D and just keep adding in the next strings 
until you're playing the full chords

E
   I can explain why I cannot give my heart back
Gm                   E
   I left it with my Lady Blue
E
   What was her name? She flew in, I caught her
Gm                 E
   I was a fool to let her go

       E                              Gm
   She goes, she goes with her hollow bones
       E
   She goes

E
   Every year she's back for the season
Gm                   E
   I have to keep my windows closed
E
   I couldn't shake what my mother warned me of
Gm                        E
   Try to keep me safe between the pews
E
   I stepped away, saw that Love was outside
Gm                         E
   She wore a name, just a different one

   They all say

P (Just palm mute and play along to the clapping and chains and stuff)
   I'm sorry boy, you shouldn't fly with her kind

   They found a way out of God's love

Bridge:
E-Em-E-Em

       E          Em                    E
   She goes, shes goes with her hollow bones
                              Em
   Keepin it pretty is gettin pretty old
             E                Em
   Keepin it pretty is gettin pretty old
                ?
   It's getting pretty old

   Am                             C
   Round and round we go, we go around
   Am                                   ?
   Round and round we go, she wont stay dead

   Stay down

Bridge:
Em-?-Em-?

Em                                       ?
   There's an awful lot of holes I gotta dig
Em                                          ?
   When I know you're gonna climb back up again

   Stay dead, stay down

Em     ?
         Stay dead, stay down
Em                                 ?
   Stay across the sea, but I know where you'll be

                Am                            C
   When I look around and round we go, we go around
   Am                                    ?(strum once then mute)
   Round and round we go, she won't stay dead

   Stay down

Guitar solo:
Em-?-Em-?

   Em
   Lady you're a lure, dancing on the bar
?
   Oh-ho, you know you are
       Em
   You call em' to the door, hookem' in the jaw
?
   Just for tonight, right?

       Em
   But maybe when you're bored with the easy caught
       ?
   And when I can't afford another empty touch

   11/13                      9/11                   7/9               6/8
   Maybe then we'll board our ships with a couple of crashing hearts
NOTE:This is meant to be interpreted without a capo
   e|-----------------------------|
   B|-----------------------------|
   G|--13-----11-----9-----8------|
   D|--13-x8--11-x8--9-x8--8-x7---|
   A|--11-----9------7-----6------|
   E|-----------------------------|

   Am                            C
   Round and round we go, we go around
   Am                              ?
   Round and round we go, she stay dead

   Stay down

   Am                            C
   Round and round we go, we go around
   Am
   Round and round we go

                 Em
   She won't get out of my head
               ?
   Stay in the ground
                 Em
   She won't get out of my head
               ?
   Stay in the ground

                  Em
   She won't stay dead
                  ?
   She won't stay down
                  Em
   She won't stay dead
                  ?
   She won't stay down
                  Em
   She won't stay dead (She goes)
                  ?
   She won't stay down (She goes)
                  Em
   She won't stay

Then it ends with something like this:
   e|-0-x8--2-x4--5-x4--|(Bend the 5 a little and slow the strums down)
   B|-0-----0-----0-----|
   G|-------------------|
   D|-------------------|
   A|-------------------|
   E|-------------------|