Sammy Kaye and his orchestra recorded "I Used to Work in Chicago" (with "It's a Lie" on the flip side) on RCA Victor 20-2037 in 1946.

The credits are to "Larry Vincent - Sonny Skylar."

On YouTube:
https://www.youtube.com/watch?v=V8YqNKu0n3g

The song was also recorded earlier the same year by

Tin Ear Tanner and His Back Room Boys

Dusty Ward and His Arizona Waddies

Larry Vincent and His Look Out Boys

Three Bits of Rhythm:
https://www.youtube.com/watch?v=e1IO4oIyNyY

Larry Vincent himself in 1949: https://www.youtube.com/watch?v=Mr42K7BN44U