Done by many, including Buddy Holly, Derek and the Dominos and James Cotton.
I like Freddy King's version.

This photo was taken by my Brother-in-law at my Mom's funeral. June 6th.

It's too late, she's gone.
It's too late, my baby's gone.
Wish I had told her she was my only one.
It's too late, she's gone.
It's a woman that cries,
So I guess I've gotta hide my eyes.
Yes, I will miss her more than anyone.
It's too late, she's gone.
  She's gone, yes she's gone.
  She's gone, my baby's gone.
  She's gone, yes she's gone.
  Where can my baby be?
And I wonder does she know
When she left me, it hurt me so.
I need your love babe, please don't make me wait.
Tell me it's not too late.
Written by Chuck Willis