This page shows the location of the shanty called "Randy Dandy-O"
You can find it on a street in northern Nassau:
Here is the map:
How to get[edit]
If you approach from the roofs overlooking the street and climb on to the pole with the cage on it and drop from there you should be able to catch the song sheet immediately:
Otherwise you can travel to a nearby viewpoint to have it respawn, then try again.