public static member function cannot be defined in cpp file

Question

I have a class with a public static member function. It seems that I can't define that function in a cpp file (with a very vague error) but I can compile fine when I define the function in a header. How can this be?

cmdlineparser.h

#ifndef __CMD_LINE_PARSER_H__
#define __CMD_LINE_PARSER_H__

//#include <getopt.h>
//#include "cmdlineargs.h"

class CmdLineParser
{
private:
    //CmdLineParser() {}
    //static void printCmdLineHelp();
public:
    //static CmdLineArgs parse(int argc, char** argv);
    static int parse();

};

#endif

cmdlineparser.cpp

#include "cmdlineparser.h"

int CmdLineParser::parse()
{
     return 0;
}

main.cpp

#include "cmdlineparser.h"

int main(int argc, char** argv)
{
    // Parse the command line arguments.
    //int cmdLineArgs = CmdLineParser::parse(argc, argv);
    int cmdLineArgs = CmdLineParser::parse();
    return 0;
}

Error: undefined reference to CmdLineParser::parse()

It compiles when I put the definition in the header:

static int parse(){return 0;}

Any ideas?