Intro: G# minor

The bassline moves chromatically from G# to F#, and then back again. So if you do 
like this you can get it:

E|-4-4-4--4-4-4-|
B|-4-4-4--4-4-4-|
G|-4-4-4--4-4-4-|
D|-6-5-4--4-5-6-| (listen to the track for the rhythm)
A|-6-6-6--6-6-6-|
E|-4-4-4--4-4-4-|

But personally I don't bother since you need to strum it funny and it's hard to get 
(but if you're playing this with a bassist, you're in the money).

G#m
She lives in a house
D#7
That's way back off the road
G#m
There's a man with a lantern
D#7
And he carries her soul
C#m
A coal stove and a bed
G#m
A skillet and a hound
C#m
She drove a camel through a needle
G#m
In this sinking board walk town
C#m
She's my Black Market Baby
G#m
She's my Black Market Baby
D#7
She's a diamond that
              G#m
Wants to stay coal
Wants to stay coal

It doesn't really change for the rest. Listen to the tune for the exact moment of the 
changes, since he sometimes sneaks a syllable or two before the new chord kicks in.

Enjoy!