Bessie Smith, the "Empress of the Blues", had faded from popularity from her 1920's heydey when she recorded this brassy 1933 single for Okeh Records, but it remains one of her brassiest, expressive moments. Not only does the title convey a certain down-to-earth quality, but the lyrics evoke a late night event in a smoky club in Harlem or a crowded apartment "rent party". Bessie is tough and world weary, and when she belts out "Check all your razors and your guns. We gonna be arrested when the wagon comes", you fully express the police to bust down the door any second.
The single is notable for the great musical accompaniment present. The four-song Okeh session (which included the also-wonderful "Take Me for A Buggy Ride") included Buck Washington on piano, Jack Teagarden on trombone and Frankie Newton on trumpet. Benny Goodman (who's playing is masked by Smith's powerful vocals) was reportedly in the next studio, but joined in just to play with the amazing Smith.