Try either of the books,
Broadway & ragtime melodies: over 80 public domain songs.
Monticello, MN (P.O. Box 1338, Monticello 55362):
Royalty-Free Music, c1995
or
Bill Hardey's songs of the gay nineties and other old favorites.
New York: Robbins Music, c1942.

With a Google search, I found something that looks like the complete text. However, I did not find the movie. Maybe if you spend some more time with Google, you can find out more? Anyways, this is what I found:

Ev'rybody has a sweetheart underneath the rose.
Ev'rybody loves a body, so the old song goes.
I've a sweetheart, you all know him just as well as me.
Ev'ry ev'nin' I can see him shortly after tea.

My sweetheart's the man in the moon,
I'm going to marry him soon,
'Twould fill me with bliss, just to give him one kiss,
But I know that a dozen I never would miss,
I'll go up in a great big ballon,
ANd see my sweetheart in the moon,
Then behind some dark cloud,
Where no one is allowed,
I'll make love to the man in the moon.

I have often wondered where he spends his time all day;
P'rhaps he had another sweetheart many miles away.
Maybe some sweet, dark-haired maiden daily does he woo
But as long as I don't catch him, I'll believe him true.

Last night while the stars brightly shone,
He told me through Loves Telephone,
That when we were wed, he'd go early to bed,
And never stay out with the boys, so he said,
We are going to marry next June,
The wedding takes place in the moon,
A sweet little Venus,
We'll fondle between us,
When I wed my old man in the moon.

I have been trying to find anything on this song. It was a song my mom sang to me when i was a child. It goes something like this' My Sweethearts the man in the moon, Im going to marry him soon, it would give me one wish just to have one last kiss, my sweethearts the man in the moon.' Please help with anything. I do know it is from a 1930s movie with a blond gal in a swing on stage.
thank you