Well Bree, you didn't know that about Blue Room, because it wasn't Blue Room.
I just watched the Rogers tape and it was "Blue
Moon". Did you know about Blue Moon?
Try this one to the tune of Blue Moon (which was written for Jean Harlow for the movie Hollywood Party), which movie isn't listed for Harlow in IMDb.
Oh Lord if you ain't busy up there
I ask for help with a prayer
So please don't give me the air.
and then they changed the lyrics to be used in another movie, title of movie not mentioned, to:
Oh hear me Lord
I could be good to a lover
But then I always discover
The bad in everyman
(a singer named Shirley Ross sang that version)
and then their publisher said "the trouble with you guys is you never have a hit. You need 'spoon"' 'blue', 'moon,..." And when they changed it again, it became an enormous hit. (according to the Rogers special, the only song they didn't write with a specific show in mind.)
As for Ewan McGregor, I better let Mac or someone else answer that one for you. I saw Moulin Rouge, but as Thumper's mom said "If you can't say somethin' good, don't say nothin' at all" or something like that. But, of course, I saw it on TV, and the acoustics leave much to be desired.