At http://www.archive.org/details/rhapblue11924 there is the original recording of Gershwin's Rhapsody in Blue. This record was released soon after the piece was first performed (1924) and soon replaced by an electrically recorded record.
Gershwin told his first biographer Isaac Goldberg in 1931: "It was on the train, with its steely rhythms, its rattle-ty bang, that is so often so stimulating to a composer – I frequently hear music in the very heart of the noise... And there I suddenly heard, and even saw on paper – the complete construction of the Rhapsody, from beginning to end. No new themes came to me, but I worked on the thematic material already in my mind and tried to conceive the composition as a whole. I heard it as a sort of musical kaleidoscope of America, of our vast melting pot, of our unduplicated national pep, of our blues, our metropolitan madness. By the time I reached Boston I had a definite plot of the piece, as distinguished from its actual substance."