Refers to the U.S. state of Tennessee and to Birmingham, Alabama. (Despite the latter's "deep south" location. there CAN be cold December days there.) As noted in another post, the Wabash Cannonball was originally a mythical train, and oh, the convoluted route it fllowed to get to all the places in the song, which also include New York Chicago, St, Louis, and the hills of Minnesota!

I've read that the Wabash Railroad was once an actual railroad, running from Detroit to Kansas City, and that it named one of its passenger trains "the Wabash Cannonball". But that was actually after this song was well known, so the real train was named for the song rather than the reverse. So the song originated as a song about a fictitious train. Possible origins of the name are a town and a river. The town of Wabash is in north central Indiana. The Wabash River originates in western Ohio, then flows westward across most of Indiana, passing by the town of Wabash. In western Indiana it turns southward, and then forms the southeren part of the border between Indiana and Illinois, before flowing into the Ohio River at the south end of that border. The fancifulness of the original fictitious train is reflected in all the places mentioned in the song, as if the train might go through all of them. It would take quite a contorted route for a single train to get to tall those places. Just the ones mentioned in this verse -- New York City, St. Louis, Missouri, Chicago, Illinois, and the state of Minnesota, are testimony to that. That is amplified by the reference in particular to the hills of Minnesota, as the hilliest part if Minnesota is in its northeast extremity. There are variant versions of this song, and I've found lyrics listed for one vesrion that even refer to California and "icebound Labrador", as if the train went those places too!