Here's the version that John Roberts & Tony Barrand sing on their album "A Present from the Gentlemen: A Pandora's Box of English Folk Songs." They say:

"THE FELLOW THAT PLAYED THE TROMBONE is also a music hall piece; we have it from the Suffolk singer Jimmy Knights, whose rendition may be heard on the Topic recording, 'Sing, Say & Play.' "

Lyrics copied from the web site of Golden Hind Music, Roberts' & Barrand's record label:

THE FELLOW THAT PLAYED THE TROMBONE

Now, the other night I took my wife down to a music hall.
And ever since that blooming night, it has been her downfall.
She sat beside the bandsman, and he filled her with delight.
The fellow that played the trombone, he stole my wife that night.

CHORUS: With his rum-she-ra-ra, rum-she-ra-ra, rum-she-ra-ra-day,
The fellow that played the trombone, he stole my wife away.
He pulled that long thing in and out. He made her feel so gay.
He really tickled her fancy with his rum-she-ra-ra-day.

Now she said she liked his music; she'd go there every week.
I said it would be her downfall if she didn't stop her cheek.
She took no notice what I said, and when from time to time,
I stayed home and nursed the kids while him and her did shine.

Now the other night I woke and found she'd gone with all her clothes.
She'd gone with that bandsman to a land where no one knows,
But if ever I should find 'em, I'd spoil their honeymoon.
I'd smash his bloody instrument if I catched him playing a tune.