(Capo placed on 4th fret placed over 5 strings, leaving the high E string open.  Fret numbers are relative to the capo being on the 4th fret)

This song involves a lot of in-chord changes.  The general base chords are as follows:
Am   Am7  Em7   F   F1   G1    G   Dm   Em   E
-0----0----0----1----0----0----3----1----0---0--
-1----1----0----1----1----3----0----3----0---0--
-2----0----0----2----2----4----0----2----0---1--
-2----2----0----3----3----5----0----0----2---2--
-0----0----1----3----3----5----2---------2---2--
-----------0----1----1----3----3---------0---0--

Intro and verse:
Am     Am7  Em Em7   F1    G1     Am     Am7  Em Em7  F1     C Cb Am
-0---0--0------------0-----0--0--0-0---0--0------------0-----0-----0-
-1------1------0--0--1--1--3--3--0-1------1------0--0--1--0--1--1--1-
-2------0----0-0--0--2--2--4-------2------0----0-0--0--2--0--0--0--2-
-2--2---2--0-2-0-----3--3--5-------2--2---2--0-2-0-----3-----2--0--2-
-0------0----2-2-----3--3--5-------0------0----2-2-----3-----3--2--0-
-------------0-0-----1--1--3-------------------0-0-----1-------------
 

Am  Am7             Em Em7
Oh Mary Jane she step on a train
F1                  G1
head for the city lights
Am        Am7            Em    Em7         F1            C Cb
yearning inside to swim with the tide and taste it, alright
Am        Am7             Em    Em7
bag on her shoulder breathing the cold
F1                    G1
there by the metal tracks
Am         Am7            Em    Em7               F            C Cb
she saw it all shine and swore in her mind she'd never go back

G                      F
she don't mind the late night
E
late night radio
G             F                E
she don't mind the late night radio
G             F
she don't mind the late night
E           F    Dm
late night radio
     C Cb Am
na na

(play second half of verse one time)

Am           Am7             Em         Em7
Couldn't have dreamed the things that she seen
F                   G1
there on the avenue
Am           Am7             Em    Em7       F             C Cb
she stared right into a million eyes that looked her right through
Am       Am7         Em         Em7
telling Red Joe the places she'd go
F                    G1
wiping the table clean
Am           Am7             Em     Em7      F            C Cb
she got no idea the demon of fear or what a broken heart mean

G                    F
she don't mind the late night
E
late night radio
G                F      E
she don't mind the late night radio
G
she don't mind the late night
E           F
late night radio
Am             Em7
na na na na na not at all
G1                F1
na na na na na not at all
Am             Em7
na na na na na not at all
G1                F1
na na na na na not at all
Am             Em7
na na na na na not at all
G1                F1       Dm
na na na na na not at all
     C Cb Am
na na

Repeat verse 2x

Am     Am7        Em     Em7
New York was dark dirty and stark
F1                     G1
burning with yellow wings
Am    Am7             Em    Em7       F1                   C Cb
everyday come with fever and hum who knows what it brings
Am     Am7        Em     Em7
walking a wall without a thought
F1                      G1
to fall and hit the ground
Am    Am7             Em    Em7       F1                   C Cb
sweet Mary Jane with eyes like the rain alive to the sound

G                    F
she don't mind the late night
E
late night radio
G                F             E
she don't mind the late night radio
G
she don't mind the late night
E           F
late night radiooooooo
G                    F
she don't mind the late night
E
late night radio
G                F            E
she don't mind the late night radio
G                 F
she don't mind the late night
E           F
late night radio
Dm     C Cb Am
na na na na