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"Skip To My Lou" is an American nonsense song; written around 1844 it was popular on the frontier. Traditionally it was sung to a "partner stealing" dance accompanied by a fiddle; a man would "steal" another man's partner, the displaced man would then wait his turn to "steal" another girl.
The word "Lou" is a corruption of "Loo," the Scottish word for love.
"Skip To My Lou" has been recorded by the likes of Pete Seeger and Judy Garland; it also featured in the 1944 film Meet Me In St Louis. (thanks, Alexander Baron - London, England, for above 3)
The only Irishman to play at Woodstock (backing Joe Cocker), Henry was an early member of Paul McCartney's band Wings.
The renown Texas songwriter has been at it for 40 years, with tales to tell about The Flatlanders and The Clash - that's Joe's Tex-Mex on "Should I Stay or Should I Go?"