I once saw Aimee Mann and Michael Penn perform this, but I can't remember if it was on one of their Acoustic Vaudeville tours or one of Aimee Mann's Christmas shows that she did for a few years straight. It had to be an AV show. It was originally recorded for Paul Thomas Anderson's Hard Eight, which I believe was scored by Michael Penn and Jon Brion. Anderson later wrote the screenplay for the film, Magnolia, based, in part, upon hearing Aimee Mann's Deathly, which would also be featured on the soundtrack. In any case, it's a cool song; kinda bittersweet, by a couple of my favorite musicians.
Aimee Mann & Michael Penn - Christmastime