As it happens, Cohan was played by James Cagney) in the 1942
musical Yankee Doodle Dandy. The Greatest Films of
All Time contains a detailed summary of the show, and it
includes the
lyrics to "Over There" on its final page. On the same site,
incidentally, you'll find that Yankee Doodle
Dandy was the first computer-colorized film, re-released by
Ted Turner in
1985.