Here's my transcription of the sound file at the Juneberry78s web site. It's a bit different from the lyrics posted above. (Thanks, 12-stringer, for the link. I have bookmarked it for later exploration.) The wording of verse 2, line 3 is awkward. I'm guessing Carr made a false start and then recovered from it.

WHEN THE SUN GOES DOWN
As recorded by Leroy Carr

1. In the ev'ning, in the ev'ning, Mama, when the sun goes down,
In the ev'ning, Baby, when the sun goes down,
Well, ain't it lonesome, ain't it lonesome, Babe, when your lover's not around,
When the sun goes down?

2. Last night I laid a-sleeping. I was thinking to myself.
Last night I laid a-sleeping. I was thinking to myself.
Well, one o' the thing(s) that how the one that you love will mistreat you for someone else,
When the sun goes down.

3. The sun rises in the east, an' it sets up in the west.
The sun rises in the east, Mama, an' it sets in the west.
Well, it's hard to tell, hard to tell, which one will treat you the best
When the sun goes down.

4. [Scat verse] Yea, ah, hoo, wee, etc.

5. Goodbye, old sweethearts and pals. Yes, I'm going away,
But I may be back to see you again some ol' rainy day.
Well, in the evening, in the evening, Babe, when the sun goes down,
When the sun goes down.

[The The Online Discographical Project lists two record releases of this song by Leroy Carr. Apparently they are the same recording released on different labels: Montgomery Ward #4826, and Bluebird #5877, both recorded on Feb 25, 1935.]