Don't Feel For Sorry For Me (Just Give Me Some Of Those Nail Files)
This can be found in the most sensational collection of songs, Prison And Mountain Songs (For Boys)
Most of the song titles on the back of Saint Dude are references to older sheet music/songs. This one sort of is. There seem to be quite a few old songs called "Don't Feel Sorry For Me" over the early part of the 1900s. None of them mention nail files or seem to be about prison, however.