It was introduced by singers Grace Moore and John Steel late in the run of Berlin's third Music Box Revue and also was included in the following year's (1924) edition. In the lyrics, the singer questions how he or she will get by now that a recent romance has ended.
The song was used as a generalized theme in Nelson Riddle's Academy Award-winning period score for the 1974 film The Great Gatsby starring Robert Redford and Mia Farrow, sung by character actor William Atherton. It was sung by Mary Steenburgen in the 1991 movie, The Butcher's Wife, and was used as the theme tune to the British sitcom Birds of a Feather. An instrumental version of the song was used under the closing scene of "I Do, Adieu" (1987), the fifth season finale of the sitcom Cheers.
Gone is the romance that was so divine. 'Tis broken and cannot be mended. You must go your way and I must go mine. But now that our love dreams have ended...
(Verse 2) Do you remember a night filled with bliss? The moonlight was softly descending Your lips and my lips were sealed with a kiss A kiss with an unhappy ending...
What'll I do? When you are far away And I am blue What'll I do?
What'll I do? When I am wond'ring who Is kissing you What'll I do?
What'll I do with just a photograph To tell my troubles to?
When I'm alone With only dreams of you That won't come true What'll I do?