Punch and Judy was a traditional puppet show.
After the Endovorms killed several civilians in Trafalgar Square on 23 October 1843, a Punch and Judy stand was abandoned, with the fleeing puppeteers still wearing the characters. (AUDIO: The Lions of Trafalgar)
The Eleventh Doctor used a Punch puppet when he destroyed the Ice Governess with his sonic screwdriver, while exclaiming Mr Punch's signature catchphrase, "That's the way to do it!" Later, the Ice Governess repeated this phrase several times while pursuing the Doctor. (TV: The Snowmen)
The Punch and Judy Shows were performed by itinerant children's entertainers on Earth. They were banned because they portrayed violence, misogyny, infanticide and abuse of animals. 10,800 years after their creation Lukran Peabody told K9 about the show and K9 was checking his database of the show. (PROSE: Stranger On The Train)
Behind the scenes
According to the reference book The Brilliant Book 2011, a non-narrative source, when the Fourth Doctor was trying to get rid of a Cybermat, the young Winston Churchill thought it was part of the puppet show he was watching.