tabbed out to this version of the song: 
http://www.youtube.com/watch?v=Udnu2kttC9U&feature=feedf

i think its played on a 12 string acoustic but im not sure. anyway it sounds better on 12 strings.

iv included a guitar adaptation for the violin solo at the end. im sure its wrong, 
but its still cool.

Capo on 3rd fret.

intro:

e|-----------------------|-\
B|-----------------------|- \
G|-----------------------|-  \ X2
D|----------0------------|-  /
A|--0---2-3---2-3-2-0----|- /
E|-----------------------|-/


verse 1:

Am                 C       G   D
Dancin' where the stars go blue 
Am                 C       G   D
Dancin' where the evening fell 
Am              C       G   D
Dancin' in your wooden shoes 
     Am       C    G    D
In a wedding gown


verse 2:

Am             C    G    D
Dancin' out on 7th street 
Am                  C    G     D
Dancin' through the underground 
Am             C       G   D
Dancin' little marionette 
        Am    C   G    D
Are you happy now? 


Chorus:

C               G              D
   Where do you go when you're lonely 
C               G              D
   Where do you go when you're blue 
C               G              D
   Where do you go when you're lonely 
        C
   I'll follow you 
                           G     D    Am
   When the stars go blue, blu.........e
            C              G     D    Am
   When the stars go blue, blu.........e
            C              G     D    Am
   When the stars go blue, blu.........e
            C        G     D    Am
   When the stars go blu........e


Acoustic bridge:

e|----------------------------------|----------------------------------------|
B|----------------------------------|----------------------------------------|
G|----------------------------------|----------------------------------------|
D|------------0---------0-------0---|------------0---------0-------0---------|
A|--0---0-2-3---2-0---2-------0---0-|--0---0-2-3---2-0---2-------0---0-------|
E|----0-------------3-----3-2-------|----0-------------3-----3-2-------------|



verse 3:

Am                 C      G    D                  
Laughing with your pretty mouth 
Am                 C      G   D
Laughing with your broken eyes 
Am                 C       G     D
Laughing with your lover's tongue 
     Am   C   G   D
In a lullaby


Chorus:

C               G              D
   Where do you go when you're lonely 
C               G              D
   Where do you go when you're blue 
C               G              D
   Where do you go when you're lonely 
        C
   I'll follow you 
                           G     D    Am
   When the stars go blue, blu.........e
            C              G     D    Am
   When the stars go blue, blu.........e
            C                              G     D    Am
   When the stars, when the stars go blue, blu.........e
            C        G     D    Am
   When the stars go blu........e
   G     D    Am   C
   blu........E
   G     D    Am   C
   blu........E
   G     D    Am   C
   blu........E
            C        G     D    Am
   When the stars go blu........e
C               G              D       Am
   Where do you go when you're lonely 
C               G              D          Am
   Where do you go when you're blue, yeah 
C               G              D             
   Where do you go when you're lonely 
        C                C                C                          
   I'll follow you, I'll follow you, I'll follow you
        C                C                
   I'll follow you, I'll follow you, yeah
Am   C             G     D
      Where do you go, yeah
Am   C             G     D
      yeah yeah yeah, hey-yeah hey-yeah
Am   C             G     D
      Where do you go,

Am   C             G     D    X2


Violin Solo:

e|----------------------------------------------------|
B|---3-3\1-0-------------------------1-0--------------|
G|-----------2-4p2p0-2---0-2-4---0-4-----2-4p2p0-0h2--|
D|---------------------2-------2----------------------|
A|----------------------------------------------------|
E|----------------------------------------------------|

e|-------------------------------------------------------------|
B|--3-3\1-0-3---8-7-5--------------3-----1-0-------------------|
G|----------------------5-4-5----2---0--------2-4p2p0-0h2------|
D|-------------------------------------------------------------|
A|-------------------------------------------------------------|
E|-------------------------------------------------------------|

e|----------------------------------------------------|
B|---3-3\1-0-------------------------1-0--------------|
G|-----------2-4p2p0-2---0-2-4---0-4-----2-4p2p0-0h2--|
D|---------------------2-------2----------------------|
A|----------------------------------------------------|
E|----------------------------------------------------|

e|-------------------------------------|
B|--3-3\1-0-3---8-7-5------------------|
G|----------------------5-4-5---5---4--|
D|-------------------------------------|
A|-------------------------------------|
E|-------------------------------------|


and thats it for this incredible song