In the Valleys. My grandfather used do tell it, and I also heard it in Brownies.

It was a dark and stormy night.
The rain was coming down in bucketfuls.
And the captain said to the mate,
"I want to tell you a story.

It was a dark and stormy night... etc.

I also heard the same one with Antonio instead of the mate from a friend from Leicestershire when I was in University, but a mutual friend from Surrey had never heard either.