In film Meet Me In St Louis, where a whole family is about to move to New York. The kids are desperate, particularly the youngest two. With this song the oldest one consoles the youngest.
Frank Sinatra [see footnote]
Kenny Burrell [on lp Have Yourself A Soulful Little Christmas]
An & Jan [as Vrolijk Kerstfeest]
In '63 this christmas song was used in another film: The Victors, where Frank Sinatra had the whole audience by the throat while singing this song over footage of an American soldier being executed for desertion.