The first printed reference of this licentious ditty comes from the novel "The Virginian", by Owen Wister, where the main character sings one verse (the other 78 verses, said Wister, were "unprintable"). Very popular among cowboys in the XIX century, and then among U.S. soldiers during WWI. Alternative titles: "When Lulu's Gone", "Bang Away, My Lulu", "She Is a Lulu" and many others. Sometimes "Lulu" becomes "Rosie", "Suzie", "Lula" and so on.