There was a tradition of nasty rhymes in the 19th century, e.g.:

Little Willy from the mirror
Licked the mercury right off,
Thinking, in his childish error,
It would cure the whooping cough.
At the funeral, his mother
Smartly said to Mrs Brown,
"'Twas a chilly day for Willy
When the mercury went down."

Willy, in one of his bright new sashes,
Fell in the fire and was burned to ashes.
Soon the room grew rather chilly,
But no one cared to poke poor Willy.

Mother heard her children scream,
So she threw them in the stream,
Saying, as she drowned the third,
"Children should be seen, not heard."

There were also, in the early 20th century, the Little Audrey jokes, some of which made fun of death:

Little Audrey played with matches and set fire to the house. As it burned, her mother said "You just wait till your father comes home; then you'll catch it." Little Audrey just laughed and laughed, because she knew that her father had come home early and was taking a nap upstairs.

For some literal gallows humor, see "The Night before Larry Was Stretched" in the DigiTrad.