Note: When That Train Makes His Last Station Blow, says Jones, "is an old true song. They had the biggest shout and the best time." She liked this song because it her mother said was one her real father loved. Jones didn't know whether her real father was still alive, she knew his parents and brothers, her uncles -- 'They were wonderful people.'. Their family name was Smith, and Jones had charted her extended family on that side. 'I was a hobo' (an illegitimate child).