In my cursory research on the "when the saints go marching in" origin, I found that Wikipedia seemed sufficient for the little history I sought. It is from an American gospel hymn. That song was apocalyptic in nature. Basically, it was about the end of the world according to certain interpretations of The Book of Revelation. The saints are marching out of a world that has been forsaken and is to be destroyed and they are "marching in" to Heaven.
This is my favorite part of what Sara Groves does with her song. And, she does this often on her album Tell Me What You Know. She flips an old longing in Christian traditions on its head. Instead of marching away from this world and all of what seems Godforsaken, she admonishes the exact opposite. She shows that Saints "march in" to the pain, taking hope in right along with them. This is what I think the writer of the letter to James was getting at when he said, "External religious worship [religion as it is expressed in outward acts] that is pure and unblemished in the sight of God the Father is this: to visit and help and care for the orphans and widows in their affliction and need, and to keep oneself unspotted and uncontaminated from the world." James 1:27 Amplified Version. I do not believe that practicing a Christianity that is focused, even in part, on "rewards in heaven" or some form of relief in the afterlife is correct. In my favorite hymn, Come Thou Fount the last verse ends with:
"Come, my Lord, no longer tarry,
Take my ransomed soul away;
Send thine angels now to carry
Me to realms of endless day."
There are days for me when I long for this kind of "rapturous" relief. I can't listen to these words without being brought to tears. My burden is a heavy one, but I still hold that letting that be any part of my frame of mind will circumvent its purpose. For me, I satisfy myself with putting my hope in other things.
Look for those places where hope is absent,
where it seems that it is Godforsaken.
Don't run away.
and take hope with you.