for d in range(12):print"On the %s day of Christmas, my true love gave to me\n\t%s\n"%("first|second|third|fourth|fifth|sixth|seventh|eighth|ninth|tenth|eleventh|twelfth".split("|")[d],"\n\t".join("twelve drummers drumming|eleven pipers piping|ten lords a-leaping|nine ladies dancing|eight maids a-milking|seven swans a-swimming|six geese a-laying|five gold rings|four calling birds|three french hens|two turtle doves and|a partridge in a pear tree.".split("|")[11-d:]))
Python, 422 chars