Roy Hudd is a keen music hall song collector - if you can find an address for him.

The Bodleain Library has a music room and 5 years ago the music curator there was in constant touch with Roy Hudd and seemed to be pretty switched on on the subject. You may have to register with the Bodleain to get in, this involves filling-in forms and getting a degree graduate to vouch for you - I would suspect they have the forms on their website. Once I had the form it took less than 15 minutes to get the pass (valid about 2 years) but maybe the system has changed.

And they have a lot of info on their website now.

FWIW they have the Harding Collection of Stephen Fosters lyrics - most of them first editions of the Firth Pond music sheets.