Baby, I'm going to Chicago, goin' catch that Santa Fe Baby, I say I'm going to Chicago, goin' catch that Santa Fe 'Cause it seems like everybody here have turned they back on me Well, I am going to Lake Michigan, goin' fold my arms and moan I say I am going to Lake Michigan, goin' fold my arms and moan Because the girl that I'm lovin' caused me to lose my happy home Won't you tell me, baby, how come you do me like you do? Won't you tell me, baby, how come you do me like you do? Well, I did everything, pretty mama, just to get along with you Baby, you know that I love you, that's why you do me like you do Baby, you know that I love you, that's why you do me like you do But what you do to me pretty mama, say it's coming back home to you Well, it's bye bye baby, I will be back again Well, it's bye bye baby, I will be back again If I never see you no more, pretty mama, you know that I've been your friend