Just read "Today I found Out' bulletin about Nellie Bly and it prompted me to search for the words of a song we sang as kids (accompanied by the only 'tune' I could play on a piano!!).
My Grandmother's (Kent UK)version was a bit different;

Nellie Bly, caught a fly, tied it to a string.
Let it go a little way and pulled it back again!

Cheers