“Oh Shenandoah” is an old American folk song; Wikipedia puts it to at least the early 1800s. It can be interpreted as a man longing to see the Shenandoah River or Valley in western Virginia, or to amorously pursue the daughter of a Native American chief (I favor the first interpretation). Regardless, it’s a beautiful song that’s been recorded many times, but—to my mind—never better than here by Van Morrison. I also think it’s his best song, though others will undoubtedly bring up “Brown-Eyed Girl” or “Moondance”.
The haunting music is by the magnificent Chieftains.
p.s. You can hear Paul Robeson’s version here.