"Sorrow" is a folk song dating back to the early 20th century and its history is somewhat lost to time – some cite artist Dick Burnett as having written the song. It was first recorded in 1928 by singer Emry Arthur and covered by Bob Dylan in 1962, but the Soggy Bottom Boys version wasn't recorded until 2000, when it was included as part of the bestselling soundtrack to the film "O Brother, Where Art Thou?," which was released the same year.