The “Colonel Bogey March”, or “theme from the Bridge on the River Kwai” as it’s occasionally mistakenly called, began life in 1914, when it was pseudonymously written by Lieutenant F. J. Ricketts, inspired by a golfer and military man who would apparently give a two-note whistle in place of shouting ‘fore!’. Those two notes provide the beginning of each line of the melody.
It was originally a tune without lyrics, but people soon began to put words to it. Many informal sets of lyrics exist, but arguably the most famous, and the one that’s being referred to in Bridge on the River Kwai is “Hitler Has Only Got One Ball”.
Hitler has only got one ball,
Göring has two but very small,
Himmler is somewhat sim’lar,
But poor Goebbels has no balls at all!
(Director David Lean had originally wanted the soldiers to be singing the lyrics when they arrived in the camp, but they were considered to be too obscene, so the whistling was a compromise.)
It’s been suggested that these lyrics were originally written as propaganda by Tony O’Brien, who worked for the British Council, and originally had Göring with one ball and Hitler with the two little ones. There’s a huge number of different versions of the song, including extended versions, which are catalogued in dizzying detail on Wikipedia.
As you might imagine, Youtube isn’t exactly short of versions of the song either: see Colonel Bogey March.