Reference Books for Folklore and Folksongs: [I'm thinking of books likely to be in libraries; if you want to BUY them, you may have trouble!!]
For Nursery Rhymes: English ones are pretty well treated in Iona & Peter Opie, The Oxford Dictionary of Nursery Rhymes (2nd edition, 1997)--and see their other books as well (The Oxford Nursery Rhyme Book, The Puffin Book of Nursery Rhymes; The Lore and Language of Schoolchildrenm Children's Games in Street & Playground, The Singing Game). They have a pretty good collection (selection) of The Classic Fairy Tales, with notes and nice illustrations.
For general folklore, consult Funk & Wagtnalls Standard Dictionary of Folklore, Mythology and Legend (1949-50, new ed. 1972; and a wee while ago in paperback). Edited by Maria Leach. This covers a lot of ground, but falls short in many many respects which I haven.t the patience to go into right now.
I don't know if all the requisites are still in print; but you may have access to a good library, so try to find Bernard Bronson's Traditional Tunes of the Child Ballads; and the magisterial work on ballads by Francis James Child [reprinted by Dover a long time since--Dover's current catalogue might be interesting for stuff]. For tunes, there's Simpson's The British Broadside Ballad and its Music; and the older work of Chappell, Popular Music of the Olden Time.
Stith Thompson, The Folktale; his Motif-Index in 8 volumes tries to list all the little events and personalities one finds in tales and ballads etc., though it's irritating to use sometimes.
For bawdy songs, and limericks, and jokes, find the works of Gershon Legman, I'm sure they're in print yet. There's always the web, of course. For a lot of info on old songs, ballads and whatnot, consult Bruce Olson's excellent page: www.erols.com/olsonw.
Others will doubtless have other ideas.