As I indicated on the Jody thread a while back, even the Romans sang or chanted them. I once read a translation of a Roman jody wherein the soldiers complained of Scippio Africanus getting all the wine and pretty women, while they did all the fighting.

I've often if that song that starts off mentioning Lord Nelson is a true marching song, used by sailors on those occassions when they had to march to fight on land. Starts off "Lord Nelson had a remedy to cure your mal-de-mer", which is sometimes mondegreened into "moldy mare".:)