Does anyone know the title of the song?

Question

There's one episode that plays after WW1 (they make a joke about why everybody calls it WW1), I think it's actually a Halloween episode cause it features Kodos and Kang. It may be ​The Day The Earth Looked Stupid​ but I'm not sure. At one point there's a song, it's really nostalgic, a bit jazzy, the melody is played by a saxophone (or sth similar). Has anyone an idea which song I mean and could tell me the title? Thanks in advance!

Answer 1

"I Don't Want to Set the World on Fire" by The Ink Spots.

Answer 2

I think you are talking about "Gloomy Sunday" by Billie Holiday. It's the song at the begining of this halloween segment. But we can also hear "I Don't Want To Set The World On Fire" by the Ink Spots at the end .