Think it is pretty close, not sure about the beginning, let me know if you think it is different.

Em 0,2,2,0,0,0
Em1 0,5,5,0,0,0
Em2 0,7,7,0,0,0
Em3 0,9,9,0,0,0
Em4 0,0,5,5,0,0
G 3,5,5,4,3,3
Bm 2,2,4,4,3,2
Am 0,0,2,2,1,0
C 0,3,2,0,1,0

I don't know the chord names for the Em variations so I have called them
Em,Em1,Em2,Em3,Em4

(Capo on 4th Fret)

(Intro)
Em - (strum up)

Painted a picture of how it's supposed to turn out

e:-------------0-----------------------------------------------------|
B:------------------------------------------------0------------------|
G:-------------------------------------------------------------------|
D:-------------------------------------------------------------------|
A:------------------------------------------------2------------------|
E:-------------0-----------------------------------------------------|

Turn out

e:-------------------------------------------------------------------|
B:-------------------------------------------------------------------|
G:-------------------------------------------------------------------|
D:-------------------------------------------------------------------|
A:-------------------------------------------------------------------|
E:------0------------------------------------------------------------|

Down in a cold dirty well and I cannot climb out

e:---------0---------------------------------------------------------|
B:--------------------------------------------0----------------------|
G:-------------------------------------------------------------------|
D:-------------------------------------------------------------------|
A:--------------------------------------------2----------------------|
E:---------0---------------------------------------------------------|

Can not climb out

e:-------------------------------------------------------------------|
B:-------------------------------------------------------------------|
G:-------------------------------------------------------------------|
D:-------------------------------------------------------------------|
A:-------------------------------------------------------------------|
E:-------------0-----------------------------------------------------|

[Em]can't [Em1]see [Em2]no [Em3]light
[Em3]can't [Em2]hear [Em1]no [Em]bells
[Em]they [Em1]walk [Em2]right [Em3]over me
[Em3]can't [Em2]hear [Em1]my [Em]yells

They state me [Em3]missing and search all over the town[Em2][Em4]
look l[Em3]eft and then right but don't ever look d[Em2]own[Em4]
[Em]dig [Em1]me [Em2]my g[Em3]rave
[Em3]I [Em2]won't[Em1] be [Em]saved
no [Em]I [Em1]won't [Em2]be [Em3]saved
so [Em3]dig [Em2]me [Em1]my [Em]grave

(Chorus)
[G]Helpless

Hopeless
[Bm]cold and lonely
[Em]only you can save me now
[G]Trembling and shivering
[Bm]scared I want this all to end
If [Em]only you could hear me now
( Tab from: http://www.guitartabs.cc/tabs/j/justin_nozuka/down_in_a_cold_dirty_well_tab.html )
My mind is [Em3]spinning around and around and around[Em2][Em4]
Yea, [Em3]I'm on my way down
[Em2]on my way dow[Em4]n
The [Em]lou[Em1]der [Em2]I [Em3]yell
the [Em3]deep[Em2]er [Em1]I s[Em]ink
[Em]clos[Em1]er [Em2]to h[Em3]ell
[Em3]far [Em2]from[Em1] my [Em]instincts

(Chorus)
[G]Helpless

Hopeless
[Bm]cold and lonely
[Em]only you can save me now
[G]Trembling and shivering
[Bm]scared I want this all to end
If [Em]only you could hear me na na na na na na [Am]na
I'm on my way [Bm]down
I'm on my way d[Em]own
[Am]Oh no
I'm on my way [Bm]down
[Em]I'm on my way down

[Em] [Em1] [Em2] [Em3] [Em2] [Em1] [Em]
oooooo And I will never feel that beat again

e:-------------------------------------------------------------------|
B:----3----------3--------------------------------1-----1h3p1--------|
G:---0---------0-------------------------------0-------0-------------|
D:--4-------4------------------------------2----------2--------------|
A:-5------5-----------------------------3------------3---------------|
E:-------------------------------------------------------------------|

Oh no, I will never see the light

e:-------------------------------------------------------------------|
B:-------3----------------------------3------------------------------|
G:------0----------------------------0-------------------------------|
D:-----4----------------------------4--------------------------------|
A:----5----------------------------5---------------------------------|
E:-------------------------------------------------------------------|

and I will never hear those bells ringing[C][Am][Bm]

e:-------------------------------------------------------------------|
B:-------------------------------------1-----------------------------|
G:------------------------------------0------------------------------|
D:-----------------------------------2-------------------------------|
A:----------------------------------3--------------------------------|
E:-------------------------------------------------------------------| 

(Chorus)
[G]Helpless

Hopeless
[Bm]cold and lonely
[Em]only you can save me now
[G]Trembling and shivering
[Bm]scared I want this all to end
If [Em]only you could hear me na na na na na na na
[G]Hey ye ye ye ye [Bm]ye
I'm on my way de de [Em]down

On my may de de down
[G] I'm on my way [Bm]down
[Em]my way down
[Em] [Em1] [Em2] [Em3] [Em2] [Em1] [Em]

[Em]Dig[Em1] me [Em2]my g[Em3]rave
[Em3]cause I [Em2]won't [Em1]be [Em]saved
[Em]I [Em1]won't [Em2]be [Em3]saved
so [Em3]dig [Em2]me [Em1]my g[Em]rave

Down in a cold dirty well and I cannot climb out