Morgiana in the Forty Thieves

A character from the Arabian Nights. Brewer's Dictionary of Phrase and Fable describes her thus:

The clever, faithful, female slave of Ali Baba, who pries into the forty jars, and discovers that every jar, but one, contains a man. She takes oil from the only one containing it, and having made it boiling hot, pours enough into each jar to kill the thief concealed there. At last she kills the captain of the gang, and marries her master's son.

that famous cow with the crumpled horn who tossed the dog who worried the cat who killed the rat who ate the maltů

This passage is taken from the well-known nursery rhyme "The House that Jack Built." Dickens uses multiple references to children's rhymes, songs, and stories in this passage to underscore his point: that the young Gradgrinds have been deprived of a childhood.

that yet more famous cow who swallowed Tom Thumb

Tom Thumb was originally the diminutive hero of Henry Fielding's The Tragedy of Tragedies, or, The Life and Death of Tom Thumb the Great (1730). George Cruikshank—an important illustrator of the day, who illustrated many of Dickens's early works—included a version of the story in his Fairy Library (1853-4).

Mrs. Grundy

The figure of Mrs. Grundy—originally an unseen character from Thomas Morton's play Speed the Plough (1798), to whom the onstage characters refer as a censorious judge of their behavior—had become a cliché of respectability by the mid-nineteenth century.