The starting point for great album covers. By the musician who first understood the role of an image in contributing to the overall artistic mood of a recording, and designed by the father of album cover art, Alex Steinweiss.
"Sinatra was the first artist to construct an album that sought to unite thematic and musical elements rather than simply collect popular singles. Through sequencing and the cohesion of narratives within the lyrics—and even the iconic impact of the album covers themselves—Sinatra created an entire aural and emotional experience rather than a simple compilation." Robert C. Sickels - 100 Entertainers Who Changed America
There are several essays and scholarly articles that discuss the cover of In the Wee Small Hours, often connecting it with film noir. A few also mention its relation to the work of Edward Hopper. ("It appears as though Sinatra has been transplanted into one of Edward Hopper’s metropolitan settings such as 'Approaching City.'")
The cover was designed by Alex Steinweiss, who served as the sole graphic designer for Columbia Records from the late 1930s through the mid 1940s and basically developed the concept and language of album cover art. Here's an interesting article about him that features some of his other covers. Taschen also has a book devoted to his work.
PS: Credit also to Ava Gardner for making the album possible. Until she kicked Frank's ass and transformed him from a cocky pop star into an emotional wreck, he couldn't have produced this work. Without her, I don't think he would've become a great artist.
"Ava taught him how to sing a torch song. She taught him the hard way." -- Nelson Riddle.
In Ava, Sinatra finally met his match.