There's a fascinating obituary over at the New York Times about Ms. Horne's experiences as a black woman in Hollywood in the 1940s:
"Ms. Horne was stuffed into one “all-star” film musical after another...to sing a song or two that, she later recalled, could easily be snipped from the movie when it played in the South, where the idea of an African-American performer in anything but a subservient role in a movie with an otherwise all-white cast was unthinkable."
While Stormy Weather is, of course, the quintessential Lena Horne anthem, I've always been partial to her version of I Got a Right To Sing The Blues. There's that ache in the way she sings "down around the river" that just gets me every time. I couldn't find a YouTube video for this one, so here's a clip. [I was also able to find the entire song here, but you may need Quicktime or something to hear it.]