A little more:
1805, Songs from the Nursery, is the oldest known.

"Sam Henry was of the opinion that the original text...referred to "Babyland," with Babylon as a corruption. Gomme, however, has nineteen texts .... and seven refer to Babylon, three to Banbury, a couple of others to variants on Bethlehem, a few to London, and none to Babyland." Traditional Ballads Index.
There is one referring to Glasgow.