‘Nellie Dean’ is an old music hall song:
There’s an old mill by the stream
Nellie Dean.
Where we used to sit and dream
Nellie Dean.
Terry says: “While there are 789456000340 songs beginning ”As I was a-walking…”, and I’ve probably heard all of them, the one I had in mind was ‘Ratcliffe Highway’.”
‘Ratcliffe Highway’ (a version which can be found on the album Liege & Lief by Fairport Convention) starts out:
As I was a-walking along Ratcliffe Highway,
A recruiting party came beating my way,
They enlisted me and treated me till I did not know
And to the Queen’s barracks they forced me to go