It was recorded by the great Marlene Dietrich. You'll find the lyrics at Rabid Squirrel's Jazz Archive (sorry about the popup ads). The Squirrel won't tell you, so I will - the song was written by Frederick Hollander, and copyrighted in 1930 by Ufaton Verlagsgesellschaft - so maybe there was a connection with Dietrich from the very beginning. I think there's a recording of it on one of the Linda Ronstadt "Round Midnight" albums. Good albums.
-Joe Offer-