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Bye, baby Bunting. Lullaby songs, Traditional nursery rhymes. The origin of “Bye, baby Bunting” dates back in 1784. The song first appears in England known as Cry baby bunting”. It was first been published in “The Nursery Parnassus” or Gammer Gurton’s Garland, 1784. Later in 1805 a longer version was published in Songs for the Nursery.