(Verse)

The odds were a hundred to one against me

The world thought the heights were too high to climb

But people from Missouri never incensed me

Oh, I wasn't a bit concerned

For from history I had learned

How many, many times the worm had turned

Note: Missouri is known as “The Show Me State”. The singer is using Missourians as stand-ins for all the skeptics who think she can’t get the man she wants.  

There are a number of stories and legends behind Missouri's sobriquet "Show-Me" state. The slogan is not official, but is common throughout the state and is used on Missouri license plates.

The most widely known legend attributes the phrase to Missouri's U.S. Congressman Willard Duncan Vandiver, who served in the United States House of Representatives from 1897 to 1903. While a member of the U.S. House Committee on Naval Affairs, Vandiver attended an 1899 naval banquet in Philadelphia. In a speech there, he declared, "I come from a state that raises corn and cotton and cockleburs and Democrats, and frothy eloquence neither convinces nor satisfies me. I am from Missouri. You have got to show me." Regardless of whether Vandiver coined the phrase, it is certain that his speech helped to popularize the saying.

Other versions of the "Show-Me" legend place the slogan's origin in the mining town of Leadville, Colorado. There, the phrase was first employed as a term of ridicule and reproach. A miner's strike had been in progress for some time in the mid-1890s, and a number of miners from the lead districts of southwest Missouri had been imported to take the places of the strikers. The Joplin miners were unfamiliar with Colorado mining methods and required frequent instructions. Pit bosses began saying, "That man is from Missouri. You'll have to show him."

However the slogan originated, it has since passed into a different meaning entirely, and is now used to indicate the stalwart, conservative, non-credulous character of Missourians.

(Chorus)

They all laughed at Christopher Columbus

When he said the world was round

They all laughed when Edison recorded

Sound

They all laughed at Wilbur and his brother

When they said that man could fly

They told Marconi

Wireless was a phony

It's the same old cry

They laughed at me wanting you

Said I was reaching for the moon

But oh, you came through

Now they'll have to change their tune

They all said we never could be happy

They laughed at us and how!

But ho, ho, ho!

Who's got the last laugh now?

Notes: 

(Chorus 2)

They all laughed at Rockefeller Center

Now they're fighting to get in

They all laughed at Whitney and his cotton

Gin

They all laughed at Fulton and his steamboat

Hershey and his chocolate bar

Ford and his Lizzie

Kept the laughers busy

That's how people are

They laughed at me wanting you

Said it would be, "Hello, goodbye."

But oh, you came through

Now they're eating humble pie

They all said we'd never get together

Darling, let's take a bow

For ho, ho, ho!

Who's got the last laugh?

Hee, hee, hee!

Let's at the past laugh

Ha, ha, ha!

Who's got the last laugh now?

Notes:

1. The largest private building project in modern times, this commercial complex in midtown Manhattan started construction in 1930 and was still being built at the time this song was written in 1937, opening to the public in 1939. Many cynics were unsure if it there was a demand for it, considering it was being built in the midst of the Great Depression, but sure enough it became a popular destination and eventually a National Landmark in 1987.

2. Eli Whitney (1765-1825) invented the cotton gin, turning cotton into a profitable crop and keying the Industrial Revolution.

3. Robert Fulton (1765-1815) is widely credited with developing the first commercially successful steamboat.

4. Milton Hershey (1857-1945) developed the first mass-producible milk chocolate bar, turning it from a luxury good into a widely accessible commodity via the Hershey Chocolate Company, which he founded in 1900. His inclusion in this song is particularly apt, since he went bankrupt numerous times in different businesses before his success.

5. Henry Ford revolutionized the auto industry with his Ford Model T, nicknamed the “Tin Lizzie,” regarded as the first car that was affordable to middle-class buyers.

The origin of 'First they ignore you, then they laugh at you' is an address by Nicholas Klein, not Mahatma Gandhi.  Nicholas Klein was an American labor union advocate, and attorney who is best known for his speech to the Amalgamated Clothing Workers of America in 1918. Here is the complete address.  The quote (bolded below) is preceded by a story about George Stephenson, the father of the railways.  

Address of Nicholas Klein to the Biennial Convention of the Amalgamated Clothing Workers of America  (1918) 

by Nicholas Klein

As delivered during the Fourth Session in Baltimore on Wednesday, May 15, 1918; its most rousing line is often paraphrased as "First they ignore you, then they laugh at you, then they fight you, and then you win."

Mr. President and Friends: I did not expect to be called upon at this very moment, at least, because of the presence of my good friend and colleague, who has just come to you from the City of Washington, with a message of encouragement, I have no doubt.

But I was asked when I approached the platform to say some few words of encouragement to the Schloss Brothers strikers of Baltimore. I can only say this, that much more than I could say this morning has already been demonstrated here on this platform and In this hall. The marching around of the men and the women this morning, and the standing up of the groups of delegates from the various cities, was indeed an inspiring spectacle to my mind.

I believe that they have been on strike for five consecutive weeks. The strikers now realize what war means. And they also realize no doubt what Sherman said about war, because, my friends, a strike is a war, the two contending forces fighting like separate armies, each for its share of the spoils in this world today.

The speaker this morning, the Chairman or the co-worker of Baltimore, said that a settlement was about to be had, and he expected to announce before the adjournment of your convention a settlement of this strike. My friends, I hope that is true. I hope that the Schloss Brothers strikers are going to win a splendid victory!

There never has been such a wonderful opportunity for labor as presents itself this very moment. But, my friends, I have in mind this, and I say this to the strikers and I say this to the delegates:

Labor just now is in the flower of its manhood. Just like this beautiful spring day, when the buds are beginning to open, so labor is coming into its own. But, my friends, that is due in great measure not so much to your stand, either as workingmen or working-women, but to the peculiar economic status which has been brought about by the war. And I say to you, my friends, that perhaps after this war — and that is not so far off — a chance will come to you strikers, and to you workers, to show not by applause, but by action, how much per cent, you feel for organised labor.

Because, my friends, after this war, there will be a great unemployment problem. The munition plants will be closed and useless, and millions of munitions workers will be thrown out upon the market. And then the time will come to show whether you strikers and you workers believe one hundred per cent for organized labor or only 35 per cent.

Because, my friends, my good friend is he who is with me when the storms are beating, when I am hungry, when I have no money, when everybody is spitting on me, when I am in jail; and then, when a man comes to me and says, "I am with you; have courage; I'm your friend!" that man is my brother — that man is two hundred per cent because that man is not a sunshine friend. Sunshine friends organized labor can get now. Sunshine friends organized labor can get when it is victorious, when it is on top.

But the true test will come to you, strikers, and to you workers, in just a short time. To you strikers, who have been holding out five weeks. I may say a word of courage, and that is this:

When you go into the Amalgamated Clothing Workers of America, you are going into a real organized Union, not a bosses' union. You are going into a union made up of those who have ideals, of those who believe in you, of those who are working for you, of those who are using every energy and every effort, not for politics, but to make it better for you in the shop, not because of a label, but because you are workers and you produce all the wealth.

And I say to you, stick to that Union. That Union means just what it says. It is a Union of organized forces in America in the needle trades.

So, my friends, without taking up any more time, let me say to you, and without being pessimistic, that there will be evil days coming. And they are not so far off. I wonder how many of the membership of New York and Chicago and all over the country are so solidified and will stick to the Union, to the Amalgamated, when the time comes — when the call comes, and you are put to the test. Will you be a real soldier in a grand army of labor, or will you be one of those stragglers who only come in to get two dollars or more wages per week? That is going to be the great problem.

And the education of your membership now, the solidifying of your forces now, the making of your lines strong now, my friends, is the big, big question, and it can be done — anything can be done. If a Union of one hundred thousand members can be organized in three years like has been so wonderfully done here by your leaders and by your officers and your membership, my friends, anything is possible. Education is possible, and the winning of strikes is possible.

Let me close just now by giving you a little story that I have given you once before. I close by telling you the story, because I think it explains better than anything else, at this time, the great possibilities which can come to labor. There is a story told about the making of the first railway. There was an old man, it is said, whose name was Stephenson, who made the first locomotive. You know, just like in the labor movement they said locomotives were impossible. You had to have horses or cattle to pull a train; that nothing would go without something being attached to it. There would be no locomotion.

And when old man Stephenson proposed a train — something to be run without the aid of horses or oxen, he was ridiculed. One day a test was made, and they laid two pieces of wood and upon these two pieces of wood they placed some thin sheets of metal, and upon that crude arrangement was placed the first locomotive.

And it is said in this story that thousands of people were out to see the first test of that locomotive, and of course the people all shouted, and pointed to their heads, and said the man was crazy, and they said the locomotive was out of question; it was impossible, and the crowd yelled out: "You old foggy fool! You can't do it! You can't do It!" And the same everywhere. The old man was in the cab, and somebody fired a pistol and the signal was given. He pulled the throttle open and the engine shot out, and in their amazement the crowd, not knowing how to answer to that argument, yelled out: "You old fool! You can't stop it! You can't stop it! You can't stop it!"

And my friends, in this story you have a history of this entire movement. First they ignore you. Then they ridicule you. And then they attack you and want to burn you. And then they build monuments to you.

And that is what is going to happen to the Amalgamated Clothing Workers of America.

And I say, courage to the strikers, and courage to the delegates, because great times are coming, stressful days are here, and I hope your hearts will be strong, and I hope you will be one hundred per cent union when it comes!