“Stormy Weather”
was originally written by Harold Arlen and Ted Koehler for vocalist and bandleader Cab Calloway, who, along with his fine big band, had been a fixture at New York’s Cotton Club. Calloway took over the prestigious slot from Duke Ellington in February, 1931.
Before the 1933 Cotton Club Parade show went into production, Calloway left the club and Ellington returned. This left the show’s producers in tight spot since Ellington didn’t sing and they needed a “name” to feature the tune. In a fortuitous turn of events, vocalist Ethel Waters returned to New York from Chicago. The show’s producers and the tune’s composers met with Miss Waters, and she agreed perform the song in the show, her only appearance as part of the revue.
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http://www.jazzstandards.com/compositions-1/stormyweather.htm

Don't know why
There's no sun up in the sky
Stormy weather
Since my man and I ain't together
Keeps raining all of the time

Oh yeah
Life is bad
Gloom and misery everywhere
Stormy weather, stormy weather
And I just can get my poor self together
Oh I'm weary all of the time
The time, so weary all of the time

When he went away
The blues came in and met me
Oh yeah if he stays away
Old rocking chair's gonna get me
All I do is pray
The Lord will let me
Walk in the sun once more

Oh I can't go on, can't go on, can't go on
Everything I have is gone
Stormy weather, stormy weather
Since my man and I, me and my daddy ain't together
Keeps raining all of the time
Oh, oh, keeps raining all of the time
Oh yeah, yeah, yeah raining all of the time
Stormy stormy
Stormy weather
Yeah