This rhyme can be found in A History of Nursery Rhymes (1899) by Percy B. Green. Green wrote about this rhyme, "In 1793 Newington Church, London, was pulled down, the bells sold, and the sacred edifice rebuilt without a belfry. The children of the neighbouring parishes soon afterwards jeered at the Newingtonians." They sang…
Pious parson, pious people,
Sold their bells to build a steeple.
A very fine trick of the Newington people
To sell their bells and build no steeple.