A song entitled "The New Bath" found in John Playford's dance books from the 17th century is thought to be the origin. However, it is also suggested that it was derived from the Dutch march...
Regimental Quick March of the Royal Regiment of Fusiliers (RRF).
Trad.The Band of the Welsh Guards.
The Regimental Band of the Coldstream Guards.
The British Grenadiers march, performed by the Band of The Coldstream Guards. In my opinion, it is the best version yet.