The Red Hot Jazz Archive has two recordings by Joe Venuti and His New Yorkers.
Lyrics and chords below copied from The Guitarguy's Golden Classics:
DANCING WITH TEARS IN MY EYES
Words & Music by Al Dubin & Joe Burke
Recorded by Ruth Etting, 1930 (#1) Intro Verse:
D7 G D7 G D7
Those who dance and romance while they dance --
G Edim Am7
They seem so happy and gay;
Am Am+7 Am7 Am6
Though they sing while they swing and they sway,
A Gdim Cdim D D9 D7
Somehow I can't feel that way.
G Cdim Am7 G G6
I've been dancing with tears in my eyes,
D7 G Edim Am7 D9
'Cause the boy in my arms wasn't you;
Am Am+7 Am7 Am6
Dancing with somebody new,
D9 D7 Edim G
When it's you that my hearts calling to.
Am Dmm Am E7
Trying to smile, once in a while,
Am Am+7 D D7
But I find that so hard to do.
Am7 D G Cdim Am7 G G/F# E7
I've been dancing with tears in my eyes,
C Cdim Am7 D7 G
'Cause the boy in my arms was - n't you.