Blow, Wind, Blow! And Go, Mill, Go! - English Children's Songs - England - Mama Lisa's World: Children's Songs and Rhymes from Around the World  - Intro Image
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Thanks and Acknowledgements

This rhyme can be found in The Nursery Rhyme Book, edited by Andrew Lang and illustrated by L. Leslie Brooke (1897) and The Mother Goose; Containing All The Melodies The Old Lady Ever Wrote, edited By Dame Goslin (1850). The illustration can be found in "A Book of Nursery Rhymes" (1901) by Charles Welsh.