It was late and it was cold but I was homeward bound As I walked into the station to a lonely sound Underneath the streetlight, waiting for the midnight train She was whistling the blues in the rain "Excuse me," she said, "Mister, can you give me the time? I've been waiting a lifetime for this train of mine Soaking and I'm freezing, mister won't you take me in?" And this is where the story begins "Let's both get a taxi, I can pick up the fare Forget about the train, it wasn't going anywhere When we hit the city, we can get a room with a view One I could stay forever with you" I must have fell in love 'cause there were stars in my eyes We spent seven days together, and had the time of our lives But on the Tuesday she was gone, and man, was she missed The only thing I got is a note she left with her receptionist Now I ain't got nothing but a ticket out of town Things have gotten worse, and now I'm feeling down Underneath the streetlight, waiting for the midnight train Whistling the blues in the rain Oh, I'm whistling the blues in the rain Oh, I'm whistling the blues in the rain Oh, I'm whistling the blues in the rain Yeah, I'm whistling the blues in the rain