Waltham Abbey was founded in 1030. Harold Godwinson (later King Harold II) rebuilt, refounded and richly endowed the church in 1060. He stopped to pray at Waltham on his way to fight William of Normandy. After the battle, Harold's corpse is said to have been brought back to the abbey and buried there. In about 1120 Harold's work was demolished and a new church with crossing tower and transepts was built in the Norman style. In 1177 the abbey was re-founded once more, this time as an Augustinian foundation, by Henry II as part of his penance for the murder of Thomas Becket.
"Waltham Abbey" is also known as “Waltom Abbey”, “Walton Abbey” and “My Lady's Courant”. The melody appears first in print in The Dancing Master, second part, 9th edition (1698) and in all subsequent editions the 18th edition (1728). It was also published by John Walsh in the first and subsequent editions of his Complete Country Dancing Master (1718, 1731 & 1754). London musician Thomas Hammersley included it in his 1790 copybook, giving the title as “Devil in the Bush,” with “Walton Abbey” as an alternate title.