"The Cowboy's Lament"—better known as "The Streets of Laredo," possibly written by Francis Henry Maynard:

As I walked out in the streets of Laredo,
As I walked out in Laredo one day,
I spied a young cowboy wrapped up in white linen,
Wrapped up in white linen and cold as the day."

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Footnote 96:

Colorado-claro—light brown (taken from the nomenclature of cigar wrappers)
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Footnote 97:

Danaë—(Greek mythology) Danaë was the daughter of King Acrisius of Argos. Because of a prophecy that Danaë's child would kill him, Acrisius had Danaë, who was childless, shut up in a bronze tower to prevent her from ever becoming pregnant. Zeus became enamored of Danaë and appeared to her as a shower of gold through the ceiling, impregnating her. When she gave birth to a son, Perseus, Acrisius had Danaë and Perseus locked in a wooden chest and set adrift in the ocean. They reached land and safety. Perseus grew up to be one of the great heroes of Greek mythology; slaying the gorgon Medusa was one of his many adventures. At an athletic contest he threw the discus, which by accident flew into the crowd, striking and killing Acrisius, who happened to be a spectator at the games.

Presumably O. Henry's metaphor refers to a shower of gold.
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Footnote 98:

lèse-majesté—(French) an affront to royalty
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