Alonzo the Brave
There appear to have been a number of stage versions that include this phrase Alonzo the Brave in their title, all apparently versions of the famous ballad The Celebrated History of Alonzo the Brave and the Fair Imogen by Matthew Gregory Lewis (“Monk Lewis”) (1775–1818)[1]. Among them have been texts by Didelot (1801), T.J. Dibdin (1821 and 1826), E. Fitzball (1850), H.T. Craven (1855) and Francis Cowley Burnand (1855).
For more on the various versions, see Allardyce Nicoll's 1975 book, A History of English Drama 1660-1900: Late 19th Century Drama 1850-1900 (Cambridge University Press).
=The ballad
The ballad tells of Alonzo, who bids Imogene be faithful to him when he leaves for the wars in Palestine, but another wooer wins her hand. At the wedding, the spectre of Alonzo, a rotting skeleton clad in armor, appears and bears the false Imogene away, to the horror of all. It is said that three times a year the couple will appear at a ball and dance
South African performances
On 6 April, 1858 an item listed as The Celebrated History of Alonzo the Brave and the Fair Imogen made up part of an evening's entertainment presented in the Harrington Street Theatre, Cape Town, by Sefton Parry and his company. The programme also included a performance of Fitzball's "Celebrated Nautical Romantic Drama", The Flying Dutchman, The Lottery Ticket (Beazley) and a song sung by J.E.H. English.
Sources
Bartleby.com: Text of the ballad by Lewis[2]
http://www.fresnostate.edu/folklore/ballads/RcAtBaFI.html
Allardyce Nicoll. 1975. A History of English Drama 1660-1900: Late 19th Century Drama 1850-1900 Cambridge University Press: p. 13[3] and p. 287[4]
52952 A - Z. LORD CHAMBERLAIN'S PLAYS, 1852 - 1866. January - February 1855. [5]