Well, I've never heard of this expression before, but it was not at all unusual for deceased soldiers to be carried "home" from battle. Occasionally servants who had accompanied the soldiers would arrange transportation home, or families would come to collect the remains. Often the transportation was by wagon rather than by train, and the family or servant would be accompanying the remains. Because this sort of thing did happen, it is sometimes very difficult to locate gravesites now because of the lack of records of those distant events. Just because a soldier died at Vicksburg, there is no guarantee that he is buried in the area.