This song written by J. Gourney and E. Y. Harburg in 1932 is the opening track on George's album Songs From The Last Century and was performed for the first time during his appearance at the Net Aid concert on October 9th, 1999. For the album it has been co-produced by Phil Ramone.
In the past it has been performed by Bing Crosby and Eartha Kitt.

This is how the song appears: