When The Lights Go Down is the fifth track on Prince's 22nd album The Vault... Old Friends 4 Sale.
Specific recording dates and studio location are unknown; it is possible that the song was recorded at Paisley Park Studios, Chanhassen, MN, USA, during sessions for the album in 1991-2, but this has not been verified. Sheila E. is credited as appearing on the album, and while her performance is not known, it is likely she appears playing hand drums on this track (although these were possibly played by Kirk Johnson).
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