(Note that I have revived an old thread.)

UNDER BLUE CANADIAN SKIES was written by Al Lewis, David Rose, and Larry Stock. It was recorded by Glenn Miller & His Orchestra with vocalist Ray Eberle, 1941; also by Frankie Masters. Several recordings are available; see allmusic. I was able to get this much of the lyrics from a couple of sound samples:

I have a story to unfold.
It happened way up north in days of old.
I lost my way...