This is probably played with a Capo on the 2nd fret.
The uncapoed version is below, as well.Capo 2nd fret

Capo 2nd fret
C                           F
Mama don't 'you send me no love this month
C                   F
'cause my heart is all used up
G                      C
and mama I wanna come home
G                 C
I wanna get back home 
F                     C       F
So look out into the morning rain
            C  G                  F       C  F
'cause I'm on      the mourning train 

I'm bringing down my suitcase now
I'm shining up my good shoes brown
'cause no-one knows my name
now, no-one knows my name
So look out into the morning rain
'cause I'm on the mourning train 

Am               D
Mama look at me now
          G               F    G
Oh how I wish you were around
C   G              E               Am   G   D
So many friends I wish I had right now

Mister you can't hurt me now
You've got my girl, I still don't know how
But it don't matter now
No it don't matter now
So look out into the morning rain
'cause I'm on, I'm already on
The mourning train


OR no capo:

D                           G
Mama don't 'you send me no love this month
D                   G
'cause my heart is all used up
A                      D
and mama I wanna come home
A                 D
I wanna get back home 
G                     D       G
So look out into the morning rain
            D  A                  G    D   G
'cause I'm on      the mourning train 

I'm bringing down my suitcase now
I'm shining up my good shoes brown
'cause no-one knows my name
now, no-one knows my name
So look out into the morning rain
'cause I'm on the mourning train 

Bm               E
Mama look at me now
          A              G     A
Oh how I wish you were around
D    A             F#              Bm   A   E
So many friends I wish I had right now

Mister you can't hurt me now
You've got my girl, I still don't know how
But it don't matter now
No it don't matter now
So look out into the morning rain
'cause I'm on, I'm already on
The mourning train