Harold Arlen described the song as "another typical Arlen tapeworm" - a "tapeworm" being the trade slang for any song which went over the conventional 32 bar length. He called it "a wandering song. [Lyricist] Johnny [Mercer] took it and wrote it exactly the way it fell. Not only is it long - forty-eight bars - but it also changes key. Johnny made it work." In the opinion of Arlen's biographer, Edward Jablonski, the song is "musically inevitable, rhythmically insistent, and in that mood of 'metropolitan melancholic beauty' that writer John O'Hara finds in all of Arlen's music."
Sinatra recorded the song several times during his career: In 1947 with Columbia Records, in 1958 for Frank Sinatra Sings for Only the Lonely, in 1962 for Sinatra & Sextet: Live in Paris, in 1966 for Sinatra at the Sands and finally, in 1993, for his Duets album. The latter, featuring Kenny G., closes the album and critics have noted that Sinatra almost seems to cry the final words "It's a long, long... man, it's long... road."