Thomas A. Edison's favorite tenor. Introduced by ragtime publisher Theron C. Bennet as Melancholy (lyrics by Maybelle Watson, Ernie Burnett's wife) in his club in Denver, CO (There's sheet music since 1911). Title changed in My Melancholy Baby in 1914. Burnett was seriously wounded in France during WW I and had been reported on the missing list by his own company, when a piano player hired to entertain wounded troops, introduced this song with the sad remark he just was informed the writer died recently at the front. Burnett in the audience miraculously regained his memory, exclaiming: "I wrote that song".
Dorsey Brothers [with Seger Ellis]
Teddy Wilson [with Ella Fitzgerald as stand-in for Billie Holiday]
Bing Crosby [and in film Birth Of The Blues]
Priscilla Lane [in film The Roaring Twenties]
Thelonious Monk [with Charlie Parker and Dizzy Gillespie]
Judy Garland [in film A Star Is Born]
Tommy Edwards [hit US]
Bob Dylan's To Ramona (see: The Last Letter) is thematically related.