John Nesbitt narrates -- as he always does -- this episode of his long-running radio and movie feature, THE PASSING PARADE.
This one would have us believe that "Mary, Mary, Quite Contrary" is about Mary of Scotland and "Sing A Song Of Sixpence" about Henry VIII. Well, while it lends them a sense of decorum and dignity, those aren't the cases. People like to read into matters things that aren't there, seeking the real meaning when there isn't one.
Still, it's fun. If you want to learn more about nursery rhymes and some odd survivals -- like "Hickory, Dickory Dock" being ""Eight, Nine Ten" in an extinct Celtic language, I recommend Iona & Peter Opie's THE OXFORD DICTIONARY OF NURSERY RHYMES.