Before we get into the big plate of links, let's savor this appetizer of a short propaganda film from 1941 by Charles A. Ridley of the British Ministry of Information, Lambeth Walk - Nazi Style, in which he subjects footage from Leni Riefenstahl's Triumph of the Will to some heavy cut-up loopy sickness.
This "Cockney" style dance caught on during the run of the massively successful Me and My Girl, with book and lyrics by Douglas Furber (co-author of the song Limehouse Blues with Philip Braham) and L. Arthur Rose and music by Noel Gay; and was performed by Lupino Lane who also got a lot of solo mileage out of it. A boatload of 78's subsequently were cut of the song in every language from 1937 on, and in 1939 the show itself made broadcasting history as the first full-length musical shown on television.
Also in 1939 the musical was made into a motion picture, and the dance craze itself was being denounced by the Nazis in a New York Times article of January 8th, "Nazis Hold Lambeth Walk is Animalistic Hopping".
And now on to the main course: eight versions of the song, and three video incarnations, with their accompanying comments from Mr. Evanier. There is also a larger version of the Lambeth Walk Instructions graphic here (dig those confusing directions!). Get on yer feet, Hit the dance floor, Give the salute and shout "Oi!"