Nursery rhymes are, by their very definition, intended for children. Because of this, we tend to think that their sweet, simple ideas are that and nothing more. In point of fact, however, they were often used as a way of communicating very indirectly about political/historical events or powerful figures, allowing their writers to keep their heads atop their necks!

"Little Boy Blue" is thought to be making a veiled reference to Cardinal Wolsey who eventually became not only an advisor to Henry VIII, but the real power behind the throne. Wolsey wore a robe with the heads of four blue leopards displayed on it. “Come blow your horn” was a reference to Wolsey's arrogance. "Where’s the man who looks after the sheep?" is possibly a reference to the fact that Henry was less interested in politics and governance than other things, and therefore it was Wolsey who truly governed England.

This setting of "Little Boy Blue" reflects the more serious, but hidden historical meaning of the nursery rhyme, rather than the playful meaning more commonly thought.