I know the version referred to by 'guest' on 17 Sep 07 - 08:28 AM. I learned it in the 1940s and have been searching for the copyright owner for some time.

Good night Mr. Moon. We shall have to go and leave you.
Good night Mr. Moon. Come again to see us soon,
And when we are asleep, through the window pane you'll peep.
We'll wake up and call out, "Good night to Mr. Moon."

I have more words for verses / bridge section.

Does anyone know recording/ composer / publisher ?