The song is mentioned in Graham Greene's 1938 novel "Brighton Rock". A generous extract from the novel is given at the publisher's website. Here's the quote:

'Give us another, Lily,' one of them said and she began, 'One night—in an alley—Lord Rothschild said to me.' She never got beyond a few lines. She wanted to laugh too much to give her voice a chance, but she had an inexhaustible memory for ballads. Hale had never heard one of them before. With his glass to his lips he watched her with nostalgia: she was off again on a song which must have dated back to the Australian gold rush.