Don't ask me where I got this, but as I understand it, there were a
sporting couple in St. Louis named Frankie and Albert.  The folk ballad
was made of the story of their ill-fated relationship.  Somehow, Albert
got changed to Johnny.  I find it funny that Nell Bly was included in
the lyrics of the song.  Nellie was a muckraking journalist that exposed
a great deal of corruption and underworld crimes.  Since she crusaded
against the kind of places where this song was heard, it makes sense
that the balladeers that sang the song would include her as the woman
with whom Johnny was doing when Frankie caught him.

Todd Robbins

 [ Folks in New Orleans say the song came from their town.  I played
 [ for a cowboy singer who swore the song commemorated a shooting
 [ in Bakersfield, CA, his home town.  Knocky Parker told his college
 [ students that the song "hit so close to home" that practically every
 [ town claimed it.  Who can say...!   -- Robbie