The first and last letters of captions form the double acrostic.
Two little girls near London dwell,
More naughty than I like to tell.
TurF
Upon the lawn the hoops are seen:
The balls are rolling on the green.
RiveR
The Thames is running deep and wide:
And boats are rowing on the tide.
IcE
In winter-time, all in a row,
The happy skaters come and go.
NoD
“Papa!” they cry, “Do let us stay!”
He does not speak, but says they may.
AfricA
“There is a land,” he says, “my dear,
Which is too hot to skate, I fear.”