In the 1950's at school in Bolton, Lancashire we sang:
"The big ship sails through the alley alley Oh ,
The alley alley Oh,
The alley alley Oh.
The big ship sails through the alley alley Oh on the last day of September."
We all held hands in a line with the first child holding his hand against a wall to form an arch. As we sang the line of children moved under the arch as others on here have described. The child nearest the wall would turn around as the line had threaded through so that his arms were crossed in front of him. The line would then go under his arm furthest from the wall and the arm of the child next to him and so on until the whole line had arms crossed in front of them. Then the first and last would join hands and the whole circle would move their folded, joined arms from side to side chanting : "Queen Queen Caroline dipped her hair in turpentine. turpentine to make it shine. Queen Queen Caroline. She went to the river to have a swim and their she met her Uncle Jim. "How do you do! How do you do! and how do you do again!"