As a vaudeville-style blues song Nobody Knows You When You're Down and Out was popularized by Bessie Smith, the preeminent female blue singer of the 1920s and 1930s. Since her 1929 recording, it has been interpreted by numerous musicians in a variety of styles including Eric Clapton, Lead Belly and boggie woogie artist Louis Jordan.
The song is a blues standard written by Jimmy Cox in 1923 about a person who was once wealthy and lost it all during the great depression. Nothing like losing all you have to cause depression and a feeling of being blue.
Here is Snapper Bagwell with his Chicago Blues influenced version.