I can't believe I've not done a post about this one, yet:
"In the Wee Small Hours" was written by David Mann, with lyrics by Bob Hilliard. The song was recorded by Frank Sinatra on February 17, 1955, and is the opening track on the album so good, it hurts -- In the Wee Small Hours.
Ranking it #100 out of its list of the 500 greatest albums of all time, Rolling Stone said about the album from which the song came:
In the Wee Small Hours, the first collection of songs Sinatra recorded specifically for an LP, sustains a midnight mood of loneliness and lost love -- it's a prototypical concept album. From the title track, brought in on the bell tones of a celesta, through a trenchant recast of "This Love of Mine," a hit from his Tommy Dorsey days, Sinatra -- reeling from his breakup with Ava Gardner - is never less than superb. His voice rarely hits the same downbeat as his languorous rhythm section, yet they're locked in a fluid step. Put your ear close to the speaker and you can hear the soft intake of his breath.