Description on Youtube:
Sung by Walton Groenroos; Conducted by Leonard Bernstein; Israel Philharmonic.
This can be found on a DVD from Deutsche Grammophon/Unitel Classica, which also contains the other 3 Mahler song cycles (not counting the sui generis Das Lied von der Erde, of course) featuring Thomas Hampson and the Vienna Philharmonic conducted by Leonard Bernstein.