Alright, so this is my first transcription.  I'm fairly certain that all the chords are 
 From watching Jackson play this on The Colbert Report, he plays in drop D, but I think 
sounds fine in standard.

I've only listed chords for each part once, listen to the song for the proper changes 
timing.

[verse]
G                           D
Sometimes I get to feeling low
G                              D
Wish I could just pick up and go
D         Fm   Bm                Bm7
Somewhere new change my point of view
E            A           D
Maybe somewhere I don’t know
G                     D
Toss the idea to and fro
G                               D
Not sure what makes it come and go
D         Fm       Bm             Bm7
There it is again sweet music on the wind
E         A       D
Over the Gulf of Mexico

[chorus]
G
I’m going to down to Cuba someday soon
                D
Following that Caribbean moon
A              Asus4                D
It’s been too long since I’ve been there
               G
I’m going down there to see my friends
                D
Down where the rhythm never ends
A                Asus4               D
Where women wear gardenias in their hair

[bridge]
Fm                              Bm
People will tell you it’s not easy
Fm                              Bm
You’re not supposed to go, they say
Fm                         Bm
They say that Cuba is the enemy
E                      A
I’m going down there anyway

[chorus]
I’m going down to Cuba to see my friends
Down where the rhythm never ends
And no problem is too difficult to solve
Yeah times are tough down there it’s true
But you know they’re gonna make it through
They make such continuous use of the verb to resolve

[bridge]
They’ve got to deal with that embargo
Enough to drive any country insane
They might not know the things you and I know
They do know what to do in a hurricane

[verse]
Maybe I’ll go through Mexico
Old Jesse Helms don’t have to know
Anyway all the allies of the USA
Travel to Cuba everyday

[chorus]
I’m going down to Cuba to see my friends
Down where the rhythm never ends
Where by comparison my trouble will just unravel
I’m North American, you know
Don’t like to hear where I can’t go
Free people will insist on the freedom to travel

[bridge]
I’m gonna drink the running mojito
And walk out on the malec?n
In one hand a monte cristo
And in the other an ice cream cone

[chorus]
I’m going down to cuba with my band
We’re going to formulate a plan
Whereby we obtain that cultural delusion
If I told you once I told you thrice
It’ll put a smile on your face to see a Chevrolet with a soviet transmission

[verse]
I bet the country cast a spell
And there are things I think of still
Like the beauty of that woman that spoke to me
In the hotel nacional

[verse]
I’m gonna book my flight today
I’m definitely on my way
Just hold my place and I’ll get back in the race
And I’m back in the USA