I think you’re thinking of “The house of the rising sun” (author unknown). The Animals probably had the most famous version.
“Pretty Women was by Roy Orbison:
Pretty woman, walking down the street
Pretty woman, the kind I like to meet
Pretty woman
I don’t believe you, you’re not the truth
No one could look as good as you
Mercy
Pretty woman, won’t you pardon me
Pretty woman, I couldn’t help see
Pretty woman
That you look lovely as can be
Are you lonely just like me
Wow
Pretty woman, stop a while
Pretty woman, talk a while
Pretty woman, give your smile to me
Pretty woman, yeah yeah yeah
Pretty woman, look my way
Pretty woman, say you’ll stay with me
‘Cause I need you, I’ll treat you right
Come with me baby, be mine tonight
Pretty woman, don’t walk on by
Pretty woman, don’t make me cry
Pretty woman, don’t walk away, hey...okay
If that’s the way it must be, okay
I guess I’ll go on home, it’s late
There’ll be tomorrow nigh, but wait
What do I see
Is she walking back to me
Yeah, she’s walking back to me
Oh, oh, Pretty woman
Yep that’s the one I was thinking of...House of the Rising Sun by the Animals....Although they are both good songs...The Animals version sounds more bluesy and mornfull tune more fitting to being led to a downfall....