The words and lyrics of the nursery rhyme 'Bessy Bell and Mary Gray' are believed to refer to the daughters of King Henry VIII of England. Bessy was Elizabeth whose early life had been in constant danger - at one time she had been accused of treason and sent to the Tower of London. Elizabeth, the daughter of the disgraced Anne Boleyn, was brought up mainly in the country away from the court. Her father ignored her and there was no love lost between the two sisters. Mary hated Elizabeth's mother who had replaced her own mother, Katherine of Aragon. Mary was a Catholic and Elizabeth a Protestant. Following the death of King Henry VIII his son, Edward took the throne. Mary (Bloody Mary) followed him and finally upon the death of her sister Elizabeth's waiting ended and she claimed the throne of England.
Alternative history - Two Bonnie Lassies
Bessy Bell and Mary Gray, are also the "two bonnie lassies" of a Scotch ballad, daughters of two Perthshire gentlemen, who in 1666 built themselves a bower in a spot retired from a plague then raging; suppliedwith food by a lad in love with both of them, who caught the plague and gave it to them, of which they all sickened and died.