Down By The River - Neil Young & Crazy Horse at the Farm Aid concert in New Orleans, Louisiana on September 18, 1994. With the refrain of "I shot my baby - down by the river," this song gets your attention. In a 1970 interview with Fusion, Neil Young cleared it up: "There's no real murder in it. It's about blowing your thing with a chick. In the liner notes to Young's 1977 Greatest Hits album Decade, he explained that he wrote this song as well as "Cinnamon Girl" and "Cowgirl In The Sand" in one