Songfacts®:

• There are a number of songs that feature a Sally of "our alley," one dating to 1725, but this one surely has the most bizarre cultural reference. Albert Pierrepoint (1905-92) served as hangman from 1932-56 following in the footsteps of both his father and his uncle.
  
  In his autobiography Executioner: Pierrepoint he wrote of a prisoner whom he gave the pseudonym Gerald Hutchins for some reason. A little research shows this man to have been Jeremiah Hanbury who was hanged by Albert Pierrepoint assisting his uncle, Thomas, although Albert, who was still learning his grisly trade, took the lead on this occasion. Jeremiah Hanbury had murdered Jessie Payne the previous October; she was a married woman with whom he'd had an affair, although he had also paid her for sex on occasion. The quite vicious killing was followed by a failed suicide attempt. Hanbury put on a brave face for his execution at Winson Prison on February 2, 1933, and, said Pierrepoint, had sung it for much of the morning:
  
  Sally's come back
  Sally's come back
  And she's living down our alley
  Although she's been away
  For many a day
  Sally
  Is just as sweet and pally...
• The song was written by Harry Carlton and was recorded at Hayes on July 14, 1925 by Jack Hylton and his Orchestra. It was also recorded by Fred Barnes. >>>

  Suggestion credit:
  Alexander Baron - London, England, for above 2