My Cinderella Girl

I plugged the terms "baseball" and "musical" into the search engine and up popped My Cinderella Girl, a musical baseball farce. The Library of Congress has the musical score, but I haven't found any instance of actual recording of the songs. Here are a few articles and images about and of the musical.

The Daily Times - October 3, 1911

The Spartanburg Herald - February 19, 1911

The McCook Tribune - October 13, 1910

Chicago Public Library

Dubuque Telegraph-Herald - October 26, 1910

ebay

UPDATE - April 21, 2014
Scott Simkus has a nice post at John Thorn's blog Our Game.  It focuses on Mike Donlin and a bit of his wife, Mabel Hite and features a much more clear image of the "Play Ball" scene.