The version that I heard as a young child from my own father came from his grandfather, who was from Wiltshire, UK.

There was a man, he was so mad
he jumped into a pudding bag
the pudding bag it was so rotten
he jumped into a ball of cotton
the ball of cotton it was so fine
he jumped into a glass of wine
the glass of wine it was so good
he jumped into a log of wood
the log of wood it was so hard
he jumped into a pan of lard
the pan of lard it was so fat
he jumped into my old hat
my old hat it was so hairy
he jumped into my sister Mary
my sister Mary gave a shout
and with a (blow raspberry) she blew him out!