Wellington crops up in Stanley Holloway's monologue, Pick Oop Tha Musket, which became such a hit that the Iron Duke (and there's a nickname you could use) cropped up again in sequels such as Beat the Retreat on Thy Drum and Old Sam's Party.

Les Barker wrote The Nelson Monologue, which played on the myth of the Admiral's disabililties: "Nelson was a lady's man. He drove Lady Hamilton wild. Though he only had one eye, one arm, one leg, 'cause he'd been chopped in half as a child." It does include the priceless verse: "He used to go to the local hop, and there he'd scream and shout, Because he couldn't do the Military Two-Step - and half the Hokey Cokey was out."

Possibly not what you're looking for :-)