Just a slight variation as well - learned from my Grandmother who grew up in Manhattan and the Bronx....

See Saw
Knock at the door
Who's there?
Grandpa.
What do you want?
A glass of beer.
Where's your money?
In my pocket.
Where's your pocket?
In my pants.
Where's your pants?
I left them home.
Get out of here you dirty old man!

(different beginning and ending - but basically the same!)