General:
http://www.cracked.com/article_20032_5-terrifying-origin-stories-behind-popular-childrens-songs.html
https://www.bustle.com/articles/184444-9-childrens-songs-nursery-rhymes-that-are-way-creepier-than-you-thought
http://www.bbc.com/culture/story/20150610-the-dark-side-of-nursery-rhymes
http://www.songfacts.com/blog/writing/macabre_mother_goose_the_dark_side_of_children_s_songs/
Frère Jacques:
http://www.tmithings.com/5-childrens-songs-unexpected-meanings/
https://en.wikipedia.org/wiki/Fr%C3%A8re_Jacques

Rock-A—Bye Baby:
https://mom.me/kids/18569-dark-origins-nursery-rhymes/item/rock-bye-baby/
https://en.wikipedia.org/wiki/James_II_of_England
https://www.teachervision.com/frere-jacques-translations
Sing a Song of Sixpence:
https://letterpile.com/books/Curious-Origins-of-Nursery-Rhymes-Sing-a-Song-of-Sixpence

Ring Around The Rosie:
http://www.sewerhistory.org/miscellaneous/the-history-of-a-nursery-rhyme-ring-around-the-rosie/
https://en.wikipedia.org/wiki/Great_Plague_of_London
Jimmy Crack Corn:
https://www.azcentral.com/story/opinion/op-ed/claythompson/2017/03/02/ask-clay-whats-story-behind-jimmy-cracks-corn/98590590/
https://en.wikipedia.org/wiki/Jimmy_Crack_Corn
Rub A Dub Dub:
https://www.npr.org/templates/story/story.php?storyId=5038237
http://www.telegraph.co.uk/news/newstopics/howaboutthat/8033577/Rub-a-dub-dub-three-gay-men-in-a-tub.html

Big Rock Candy Mountain:
https://casanders.net/music-history/the-true-story-of-the-big-rock-candy-mountain/
https://en.wikipedia.org/wiki/Big_Rock_Candy_Mountain
https://genius.com/Harry-mcclintock-big-rock-candy-mountain-lyrics

There Was An Old Woman Who Lived in a Shoe:
https://treasuryislands.wordpress.com/2012/10/17/origins-the-old-woman-who-lived-in-a-shoe/
Here We Go ‘Round The Mulberry Bush:
https://en.wikipedia.org/wiki/HM_Prison_Wakefield

London Bridge Is Falling Down: 
https://www.historicmysteries.com/london-bridge-is-falling-down/
https://coromandal.wordpress.com/2008/04/27/take-one-child-her-blood-a-candle-some-bread/