From Anonymous, "Nursery Rhymes," Blackwood's Edinburgh Magazine, Vol. 37, No. 236, June, 1835, page 956:

Some say the devil's dead,
And buried in cold harbour;
Some say he's alive again,
And prentice to a barber.

[The rhyme is accompanied by a facetious interpretation in which barber = wig = Whig.]

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From "Masonic Intelligence – Scotland – Edinburgh – St. Andrew's Day." The Freemasons' Quarterly Review, December 31, 1842, page 448:

Air, "Some say the deil's dead, and buried in Kirkaldy."

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From "The Nursery and Popular Rhymes and Tales of England and Scotland" Tait's Edinburgh Magazine, Vol. X, February, 1843, page 118:

Sir Walter Scott, when the exciting news burst upon Europe that Buonaparte had miraculously escaped from Elba, and was marching on to Paris in great force, began a letter to a friend with this snatch of song which Mr. Chambers gives as a Jacobite rhyme:—

Some say the deil's dead, the deil's dead, the deil's dead;
Some say the deil's dead, and buried in Kirkaldy;
Some say he's risen again, risen again, risen again,
Some say he's risen again, and danced the Highland laddie.