 The song was covered by several performers, notably Chet Baker in 1987, Gwen Stefani in 1998, and by Costello's wife Diana Krall for her seventh studio album, "The Girl in the Other Room" (2004).After listening to Chet Baker's version of the 1931 Ray Henderson/Lew Brown song "The Thrill Is Gone" from the 1954 Pacific Jazz record Chet Baker Sings, Costello became inspired to create similar-sounding music.He noted that the recording's "eeriness" and "haunted" qualities persuaded him to create his own take on it.