Looking at the NPR Tiny Desk Concert on YouTube, I saw that they actually fret some chords differently
and play without a capo. My version lets you use more open strings, which I prefer for acoustic guitars.
See my notes at the very end if you want to play it without a capo.

First, let's talk about some of the CHORDS

(Noted chord names and frets are relative to the capo position, so capo 1st plus noted 7 equals 8th fret.)

Most importantly the opening chord, which I will call Dsus4b5/F#
(I'm terrible at this) until somebody corrects me.

e|----------|
B|--(0)-----|
G|---0------|
D|--(0)-----|
A|---9------|
E|----------|

When this chord is played, the 4& time is usally an Em chord that just leads into the C, played like this:
(Vary the amout of open string sound depending on the part of the song and/or your liking.)

e|----------|
B|--(0)-----|
G|---0------|
D|----------|
A|---7------|
E|----------|

Since this is just a one stroke lead and not strictly necessary,
I will not include it in the tab to keep it more focussed.

There's also a lot of root + third chords, sometimes played over a (optional) different bass note.
I'l write these down as "3" chords.
Example:

Chord: D3  D3/
   e|---------
   B|---------
   G|---------
   D|--4----4-
   A|--5----5-
   E|-------5-
I like fatteni
But these are 

A
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ng it up a bit
not taken from

 with the 4th 
 the main guit

notes in the b
ar line, so ju

ass when playi
st take them a

ng only on one
s a suggestion

 guitar.
 and ignore th

em at will.


The song rarely uses full chords with all strings played, it focusses more on the low strings.
I will try to mark that by using *.
An example from the second verse/Chorus-type thing:

Chord: G*
   e|---------
   B|---------
   G|--4------
   D|--5------
   A|--5------
   E|--3------

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The Cm is played as an Em shape bar chord, although that's only important to get the high
octave at the end of the second verse. Other than that, do whatever.

Chord: Cm
   e|--8------
   B|--8------
   G|--8------
   D|--10-----
   A|--10-----
   E|--8------

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In the second half of the song, there's a G/B chord ("dark dark web"). I play it like this

Chord: G/B
   e|---------
   B|-(0)-----
   G|---------
   D|--5------
   A|--5------
   E|--7------

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[Intro]
(play half palm muted, 5 chords only as root and 5th, don't add the octave in the first verse yet)

    
Well-dressed, 

            
but walking in

           
 the wrong dir

ection
            
Louisiana, my 

            
disordered roa

              
d always led s

            
traight back i

     
nto you
    
"Ha ha ha," go

       
es the train
              
I wanted to le

            
ave but here I

             
 am again, Lou


isiana!

I don't rememb

er
            
I don't rememb

              
er ever shakin

            
g hands with y

        
ou-know-who


[Verse 2]
(Play stings more open now, also add the octave in on the 5 chords)
              
When I was ali

            
ve, I lived de

           
spite the law
              
Now the law ha

          
s buried me ma

          
ny, many times
              
It'€™s built a

            
 freeway all a

        
round my bed
              
I saw it once 

          
open its great

       
 mouth wide
            
But it was so 

              
full of afflic

     
ted houses and

 buildings
            
I can't rememb

              
er what it was

  
 saying


[Verse 3]
     Dsus4b5/F#
Well-dressed
              
Well, some of 

   
us are, that i

s
              
The ones who k

    
now how, that 

is
           
Some of us are


, that is
              
The ones who k

    
now how, that 

is, that is, t

hat is, that i

s


[Verse 4]
            
I read about y

              
ou and came ho

              
me to find my 

 
mother
              
Staring deep i

            
nto the dark, 

    
dark web
             
She started be


gging me
             
Not to give my

            
 social securi

              
ty number to a

 
nybody else
              
There goes the

            
 sound of the 

  
freeway


[Chorus]
          
"Ha ha ha ha h

      
a," goes the t

rain
              
"Ha ha ha ha h

     
a," goes the t

rain
              
Well-dressed, 

      
but walking, I

Walking, I
              
I don't wanna 

 
go back, no, n

o

[Outro]
(Chords from beginning of verse 1)

    
Dooooo, doo do

       
odoo dodoo
              
doo doodoo dod


oo
              
doo doodoo dod


oo

    
Dooooo, doo do

       
odoo dodoo
              
doo doodoo dod


oo
              
doo doodoo dod


oo


NOTE:

As mentioned in the beginning, Frances plays this without a capo in the NPR video.
If you want to play it in the right key and without a capo, you basically just have to play that
Dsus4b5/F# chord differently. and move everyhing else up a fret (just click the tanspose +1 button,
UG should do that for you.)

Dsus4b5/F# would become a D#sus4b5/G played like this:

   D#sus4b5/G
e|----------|
B|----------|
G|----------|
D|---6------|
A|---10-----|
E|----------|

...where they play the following C#5 like this

e|----------|
B|----------|
G|----------|
D|---6------|
A|----------|
E|---9------|