Songfacts®:

• On this Texas-dancehall jump, the character sends messages to three sisters in Dallas; two receive friendly greetings but the third is warned to "Pray the Sinner's Prayer." In an interview on his website, Dylan was asked what he meant by the Sinner's Prayer. He replied: "That's the one that begins with "Father forgive me for I have sinned."
• Los Lobos' David Hildago, whose accordion was a signature sound on Together Through Life, told Uncut magazine January 2010 about the recording of this song: "It started out like a Jimmy Reed tune and it ended up… Bob was playing organ, he started this riff, and it went from this completely other thing, to what it is now. It was fun to be in the room when it happened."
• As with the entirety of the Together Through Life album, Dylan wrote the words to this song with Grateful Dead lyricist Robert Hunter.
• "Midnight Special" by Leadbelly has a line that goes:
  
  If you're ever in Houston, well, you better do the right
  
  The opening line of "If You Ever Go To Houston" goes:
  
  If you ever go to Houston, better walk right
  
  While neither Dylan nor Hunter have commented on a connection, it's doubtful the similarity is just a coincidence. Both men were scholars of American music, especially folk and blues, and frequently alluded to old songs (or just straight-up took lines and melodies from them) in their own music. Even if the line arose subconsciously, there's no way they wouldn't have immediately recognized its origin.
• If you're ever down there
  On Bagby and Lamar
  You better watch out for
  The man with the shining star
  
  Bagby and Lamar Streets intersect in Houston, Texas, right at Sam Houston Park.
• Mr. policeman
  Can you help me find my gal?
  Last time I saw her
  Was at the Magnolia Motel
  
  The Magnolia Motel is about one mile travel-distance from the corner of Bagby and Lamar. It's a high-class establishment that was established in 1926 and still operates today.