The song appears in the F. Scott Fitzgerald novel The Great Gatsby, when Daisy Buchanan and Gatsby meet again after many years, and the latter insists Klipspringer, his apparently permanent "guest," to play it for them.
The song plays a crucial role in the reunion between Daisy Buchanan and Gatsby in F. Scott Fitzgerald's novel "The Great Gatsby."  Gatsby insists that Klipspringer, his persistent houseguest, perform the tune for them.