Bob Dylan - Rainy Day Women Chords

Standard guitar tuning: 
E
A
D
G
B
E
No capo


  F    Do
  C7
  E   F
  A    F♯o
  E7
  G♯---  A---  ---  ---  ---  ---  ---   ---

  F                     Do
  C7
ThEey'llF stone you when you're tryin to be so good

  F              Do
  C7
ThEey'll stoFne you just like they said they would

  A                     F♯o
  E7
ThG♯ey'llA stone you when you're tryin to go home

  F                     Do
  C7
ThEey'llF stone you when you're there all alone

  A         F♯o
  E7
BuG♯t I wAould not feel so all alone

  F         Do
  C7
EvEerybFody must get stoned

repeat until bored.

The A* progression should be moved up one fret it since it is A# not A.  This makes the F#* into G* and so on for the rest of the progression.
The line "But I would not feel so all alone" is also slightly off.  The progression for that is moved up to a C* to start it.  This means that the first chord is C* (10,11,10,x,x,x) the second chord is (11,10,11,10,x,x), the third chord is (10,8,10,9,x,x)
 and the fourth is (8,8,9,10,10).