W. W. Denslow illustrated the rhyme of Mary and her lamb in 1901, as part of Denslow's Mother Goose. In 1903 - 1904, he published a series of 18 picture books, some of which were also based on Mother Goose rhymes. On the left is a copy of Mary Had a Little Lamb from this series - this is a later printing, as first printings of this book had a blue background on the cover.
In the illustrations for this book, Denslow clearly used the same Mary and lamb that he had created for the 1901 Mother Goose, shown on the right. The picture book gave him an opportunity to use an expanded version of the rhyme, with more illustrations. Although Mary and her lamb are the same, Mary's teacher is a woman in the picture book - in Mother Goose, Mary was taught by a man. Looking closer, the woman seems to be the same teacher used by Denslow for the rhyme "A Diller A Dollar" in Denslow's Mother Goose - maybe Mary changed classes!