Not a great deal is known about Frank Munn. He was born in New York city in February 1895 and died in October 1951. He was a popular radio singer in the 1920s until the 1940s and recorded on Brunswick, Columbia and Victor with several bands, sometimes using the name Paul Oliver.
Munn's recording of Are You Lonesome To-night? was made in New York, on 23 September, 1927 (information from Brunswick Records: New York Sessions, 1927–1931) and released on Brunswick 3660-B.
The entire track can be heard here.