“Going Down the Road Feelin’ Bad” was first recorded in 1924 as “Lonesome Road Blues”.
This lists all of the recorded versions. I first heard it by the Grateful Dead in 1971 (in a medley with Buddy Holly’s “Not Fade Away”. According to this
“This song became a concert staple for the Grateful Dead, and Jerry Garcia related that he picked it up from Delaney Bramlett of Delaney and Bonnie during the Dead’s trans-Canada rock ‘n’ roll train trip in 1970, beautifully captured in the “Festival Express” movie.”
The article has links to many versions of the song.
Sad! 