Lyric discussion by RaceYouAnyTime 

Cover art for Love In Vain lyrics by Rolling Stones, The

It's "hard to tell WHEN all YOUR love's in vain." Same in the Robert Johnson version.

Some interesting differences in the Robert Johnson version though: RJ sings "The blue light was my blues and the red light was my mind," which makes way more sense than "The blue light was my baby." But the stones do sing it the original way in some live recordings.

Also, RJ sings (at least in the recording I have) "Well I felt lonesome I was lonesome," not "well I felt so sad and lonesome" like the stones.

Either way it's great. As far as I can tell, most modern trains do not have blue and red lights on the back, though airplanes do.