Jim Jackson recorded it in 1928 under the title "When I Woke Up This Morning She Was Gone." Allegedly, in the early 1900's there actually was a dance called the grizzly bear considered "too naughty for polite company." It is available on a CD called "Wild About My Lovin'" which is a compilation of Memphis music from the 1920s incuding Jim Jackson, The Memphis Jug Band, Cannon's Jug Stompers, and Frank Stokes. Jackson also wrote "I'm Wild About My Lovin'" which was covered quite a bit in the 60s.