Traditional song
Three Jolly Rogues is an English folk song.
Synopsis.
A miller, a weaver and a tailor lived in King Arthur's time (or in "Good Old Colonial times"). They were thrown out because they could not sing. All three were thieves. They are suitably punished.
The Miller got drowned in a dam
The Weaver got hung in his yarn 
 The Tailor tripped as he ran away with the broadcloth under his arm.
In good King Arthur's day
When we served under the King
Lived a miller and a weaver and a little tailor
Three jolly rogues of Lynn.
Now the miller he stole corn
And the weaver he stole yarn
And the little tailor he stole broadcloth
For to keep those three rogues warm
Now the miller was drowned in his dam
And the weaver was hanged in his yarn 
And the devil put his claw on the little tailor
With the broadcloth under his arm
Now the miller still drowns in his dam
And the weaver still hangs in his yarn
And the little tailor he skips through hell
With the broadcloth under his arm
Printed versions.
The earliest complete text is a broadside in the Bodleian Library, dated 1804, "The Miller Weaver and Little Tailor". It is also known as "In Good King Arthur's Days". The song is quoted by Thomas Hardy in "Under the Greenwood Tree". It is known in the USA from the early nineteenth century, usually as "In Good Old Colony Days" or "In Good Old Colony Times."