This song was first released on the All Aboard! album. It is the only album it has been released on.

When Jesse was a little girl, she only dreamed of trains
She never played with dolls or lacy kinds of things
Jesse counted boxcars instead of counting sheep
She could go anywhere when she went to sleep

Jesse laid a penny on the track one day
In God we trust she walked away
The very next morning all she could find
Was a little piece of copper squashed flatter than a dime

Jesse dreamed of trains
When the nighttime came

To be continued...