The Jacobite piece referred to above does indeed seem to be related.

There was a man came from the moon,
And landed in our town, sir,
And he swore a soplemn oath
That all the knaves must down , sir,
He had an axe into his hand,
A rope around his crap, sir;
And he swore a solemn oath,
That all the rogues must strap, sir.

Jean Harrowven in 'Origins of Rhymes, Songs and Sayings' assumes that the 'man in the Moon' in these rhymes refers to either James or Charles Stuart.