The "Remember, remember, the Fifth of November" rhyme is related to the "Gunpowder Plot" attempt in London.
If you're extremely curious, go
here to the Gunpowder Plot page, which includes the whole rhyme as told over the years, among other things.
(Do be wary, it MIGHT give some tiny bits of plot away. I'm not sure, having not seen the film myself. I'm familiar with the Gunpowder Plot via the novel "The Road To Mars" by Eric Idle personally, a fun sci-fi comedy read.)