a song from the thirties with that line, also something about a man in a top hat.

I am certain that your song is "Annie Doesn't Live Here Anymore"
(lyrics by Joe Young & Johnny Burke, music by Harold Spina).

This bittersweet song from 1933 originally had English lyrics, and was
a hit for Guy Lombardo. A German version ("Fräulein Annie Wohnt Schon
Lang Nicht Hier") was recorded by Marlene Dietrich. The song then
faded from the airwaves and become quite obscure until Tony Randall
sang it on the Tonight Show in the late '60s, giving it new life.

Here you can listen to two audio clips of the song, the first
performed by Eartha Kitt and the second by Cats & Jammers:

Amazon.com: "Annie Doesn't Live Here Anymore"
http://www.amazon.com/exec/obidos/clipserve/B00000JCN9001007/0/103-2313886-2318226

CD Baby: "Annie Doesn't Live Here Anymore
http://audio.cdbaby.com/c/catsnjammers3-10.mp3

Here's a list of some of the recent albums on which the song appears:

AllMusic: "Annie Doesn't Live Here Anymore"
http://www.allmusic.com/cg/amg.dll?p=amg&token=&sql=17:72035

If you'd like to purchase a CD containing the song, here are several options:

Purr-fect: Greatest Hits - Eartha Kitt    
http://www.towerrecords.com/product.aspx?pfid=1529600

The Eddie Cantor Radio Show 1931-1933
http://www.towerrecords.com/product.aspx?pfid=1794210

Feel That Rhythm - Cats & Jammers    
http://www.towerrecords.com/product.aspx?pfid=2861879

Ramona & Her Grand Piano - Ramona
http://www.towerrecords.com/product.aspx?pfid=1315290 

Platinum Series - Marlene Dietrich (German language version)   
http://www.towerrecords.com/product.aspx?pfid=1899450 

Sheet Music for "Annie Doesn't Live Here Anymore" is currently being
offered on eBay:

eBay: Sheet Music ANNIE DOESN'T LIVE HERE ANYMORE 
http://cgi.ebay.com/ws/eBayISAPI.dll?ViewItem&category=1458&item=3747210598&rd=1&ssPageName=WDVW

Google search strategy:

Google Web Search: "annie doesn't live here" young burke spina
://www.google.com/search?hl=en&ie=UTF-8&q=%22annie+doesn%27t+live+here%22+young+burke+spina

I hope this is helpful. If anything is unclear, or if a link doesn't
work for you, please request clarification; I'll be glad to offer
further assistance before you rate my answer.

Best regards,
pinkfreud