At this site:
Bhutan. Oh Brother Moon! Where do you sleep?
Z49.5 Where is the warehouse? the fire burned it down. Where is the fire? The water quenched it. Etc. Type 2018 = ATU 2043.
ATU A game, song or rhyme composed of questions and answers that lead to the next question. Where is the warehouse (God's house)? The fire burned it. Where is the fire? The water quenched it. Where is the water? etc.
ARIZONA (from Essex England): Barnes NMFR 6:21. 1951-1952 (incorporated into a chasing game)
INDIANA Baughman MS (a game)