Jack Sprat, who could eat no fat, and his wife who could eat no lean-- who were they?

Jack and Jill, who went up the hill to fetch a pail of water. Jack fell down and broke his crown (Bonnie Prince Charlie, perhaps) and Jill (his mistress?) came tumbling after.

Peter, Peter pumpkin eater, had a wife and couldn't keep her. He put her in a pumpkin shell, and there he kept her very well. (Henry VIII putting one of his wives in a coffin?)

Who was Jack Be Nimble? Or the 3 men in a tub-- butcher, baker, and candlestick maker?

"Couldn't keep her" refers to infidelity on her part. He killed her and stuffed her body in a (presumably very large) pumpkin.

http://www.toptenz.net/top-10-childrens-rhymes-that-have-hidden-meanings.php

Unfortunately, there are almost as many "explanations" for most nursery rhymes as there are sources.

Until the 1800s, that is. Then suddenly we bowdlerized and expurgated things that had been deemed appropriate. It's when "we" started to think of women as frail objects in need of shelter from work and harsh realities of life and when children started to have childhoods that weren't just physiological.

Of course, those traits, once ensconced in the newly arisen middle class, had to spread among those who would be upwardly mobile. It pays to remember that at one time executions were public spectacle, and the whole family would turn out to watch.

We still often like public theatre that destroys people--take the Duggars as an example--but now we're a bit squeamish about actual death and mutilation. (Although the way people seemed to like spreading the abu Ghraib pictures ... makes you wonder.)

and largely in the dark side of it.