This song was supposedly written around the turn of the 20th century. Its modern version derives from the 1956 cover by Les Baxter; its most famous version was sung by Nina Simone in 1965.
The lyrics differ between versions, but the gist of it is that the damned sinner tried to hide behind one higher power after another, only to fail. The devil's waitin' for him.
The lyrics here are from the version by the Weavers. Nina Simone's cover is the definitive version, but I like the Weavers version because it's easier to sing along to.
Sinnerman
Oh, sinner man... where you gonna run to...
All on that day!
Oh Sinner man, Where you gonna run to?
Oh Sinner man, Where you gonna run to?
Oh Sinner man, Where you gonna run to?
All on that day!
Well I run to the moon,
Moon won't you hide me, I run to the sea,
Sea won't you hide me, I run to the sun,
Sun won't you hide me?
All on that day!
Lord said, Sinnerman,
Moon'll be a-bleeding
Lord said, Sinnerman,
Sea'll be a-sinking
Lord said, Sinnerman,
Sun'll be a-freezing
All on that day!
Oh Sinner man, Where you gonna run to?
Oh Sinner man, Where you gonna run to?
Oh Sinner man, Where you gonna run to?
All on that day!
Run to the lord, Lord won't you hide me?
Run to the lord, Lord won't you hide me?
Run to the Lord, Lord won't you hide me?
All on that day!
Lord said, Sinnerman,
You should've been a-prayin'
Lord said, Sinnerman,
You should have been a prayin'
Lord said, Sinnerman,
You should have been a prayin'
All on that day!
Oh Sinner man, Where you gonna run to?
Oh Sinner man, Where you gonna run to?
Oh Sinner man, Where you gonna run to?
All on that day!
The strange thing about this song is, it's supposed to have its origins as either a black spiritual (if you trust Wikipedia) or a Scotch Appalachian song (if you trust this guy), but nobody can provide any evidence that I can trace. The song just appeared in 1956, and that's as far back as the source goes.