One of my favourite songs. I like the Sinatra version best, from his 'In the Wee Small Hours' album.

Always get that mood indigo,
Since my baby said goodbye.
In the evenin' when lights are low,
I'm so lonesome I could cry.

'Cause there's nobody who cares about me,
I'm just a soul who's
Bluer than blue can be.
When I get that mood indigo,
I could lay me down and die.