Indeed; The Rout of the Blues, or The Rout is Come for the Blues, etc.  Robin & Barry Dransfield recorded it on their first album, 30-odd years ago...what I remember of that version is:

As I was a-walking on Salisbury Plain
What a dainty fine sight I did view;
The lasses were crying and tearing their hair
For the rout had just come for the Blues:
The rout had just come for the Blues.

.........
Saying, "My heart is undone, it is true;
I'll......... 
And boldly I'll follow the Blues:
And boldly I'll follow the Blues.

The landlord and landlady walk hand in hand
And so do they pretty girls, too;
And each one took out a bottle of gin
To drink a success to the Blues:
To drink a success to the Blues.

Our ship it is rigged and we all set sail
How sweetly the French Horns(?) played too
And each one let out a loud huzzah
"Success to King George and his Blues!
"Success to King George and his Blues!"

With any luck, somebody will be along shortly to correct my lapses of memory!

Malcolm