The custom used to be popular in the Isle of Man, don't know if that's till the case.
One of the most poignant stories we heard here in Clare was related be a local musician who called it 'The Wren that went to America'.
One St Stephen's Day during a particularly hard year in the 1880s, when nobody had any money, a group of Wren Boys (all young men), set out from Miltown Malbay, heading north.
Their efforts produced very little, so they decided to push on and keep collecting until they had enough to provide for a half-decent'scrap dance' (the money was always used to provide refreshment for a dance in honour of St Stephen).
By nightfall they had still gathered very little, so they found a barn to sleep in, and continued playing and visiting houses for several days until they finally reach Galway, where they purchased a passage on one of the emigrant ships sailing for America - they never returned to Ireland.
Jim Carroll