The International Al Jolson Society website has a nice interview that Playboy did with George Burns way back in 1978. Some nice stories about his career and his friend Jack Benny -- including the String Story.
Some slightly off-color jokes, but not too bad.
Unfortunately, you can't link directly to it at their website (grrrrr....) -- go to http://www.jolson.org/ click on "Friends & Links" and scroll down near the bottom for the George Burns interview.