I mentioned "In the Cool, Cool, Cool of the Evening" in my post below, and I figured I might as well embed the number, just for you Bing Crosby/Jane Wyman/Frank Capra completists.
The thing to note about this number is that unlike the other song I posted, and unlike most numbers in movie musicals, this was recorded "live" on the set, instead of lip-synched. I don't know if it was Crosby or Frank Capra who wanted it done this way, but it's nice to actually hear the singing take place in the actual acoustic of the room. As I understand it, Crosby and Wyman were outfitted with earpieces so they could listen to the rhythm (Wyman seems to be putting her hand to her ear to test it at one point).
When movie musicals started, most songs were in fact recorded on the set; this was phased out sometime in the early '30s. For the most part, this was a good decision (you just couldn't get really good quality of performance or sound when recording songs on a movie set), but sometimes you do miss it -- especially in musical scenes with a lot of dialogue, where you could frequently see the directors and technicians struggling to figure out how to record the dialogue in the middle of a musical number. (M-G-M musicals may have jumped the shark when they started turning off the sound for the entire number and post-dubbing the dialogue as well as the singing. If you're going to film the whole movie without direct sound, this might as well be a Sergio Leone picture.) Peter Bogdanovich tried returing to direct-sound musicals for At Long Last Love; no one will ever know whether this was a good idea or not, because the movie starred people who shouldn't have been singing at all.