According to Meade et al.'s Country Music Sources (p. 536), recordings before the early 1940s are:

Fred & Gertrude Gossett (recording date: 04/15/1930)
Steve Ledford & Buffalo Rodgers of the Carolina String Band (02/16/1932)
Monroe Brothers (08/03/1937)
Ozark Boys (01/21/1941)

Vance Randolph collected an incomplete 2-stanza version of "All Good Times Are Past and Gone", sung by Mr. Fred Painter, Galena, Mo., Sept. 27, 1941 (in Ozark Folksongs, Vol. IV, 1950, 1980, p. 305 [No. 792]).

~Masato