This song was written by Robert Johnson. "Legend has it that the crossroads that Johnson spoke of may be found outside of Clarksdale, where both Highway 61 and Highway 49...cross paths. Tourists can have their picture taken under the oversized guitar suspended at the spot. Johnson's own "crossroads" likely had no such place in mind. The song evokes a much more remote location, more back roads than major highway. ...Johnson is at a crossroads to be sure. But he appeals to God, "Asked the Lord above have mercy: save poor Bob if you please", his plea to God is met with deadly silence. This leave Johnson by the end of the song, lamenting, "I believe I'm sinking down".
From the book "Getting The Blues" by Stephen J. Nichols