This is the Hunter/Garcia original, not to be confused with the traditional song Casey Jones, which the Dead also played, as did Jerry with some of his other bands. The latter is normally called "The Ballad Of Casey Jones" in setlists.
(1) Mike Mehan suggested to me that Jerry sometimes sang "And you know that notion just cost my mind" - I like the thought!
Driving that train, high on cocaine
Casey Jones you'd better watch your speed
Trouble ahead, trouble behind
And you know that notion just crossed my mind (note 1)
This old engine makes it on time
Leaves Central Station 'bout a quarter to nine
Hits River Junction at seventeen to
At a quarter to ten you know it's travelling again
Trouble ahead, the lady in red
Take my advice you'd be better off dead
Switchman's sleeping, train Hundred and Two
Is on the wrong track and headed for you
Trouble with you is the trouble with me
Got two good eyes but we still don't see
Come round the bend, you know it's the end
The fireman screams and the engine just gleams