The Collaborative International Dictionary of English v.0.48:

Skimmington \Skim"ming*ton\, n. [Etymol. uncertain. Perhaps the
   name of some notorius scold.]
   A word employed in the phrase, To ride Skimmington; that is
   to ride on a horse with a woman, but behind her, facing
   backward, carrying a distaff, and accompanied by a procession
   of jeering neighbors making mock music; a cavalcade in
   ridicule of a henpecked man. The custom was in vogue in parts
   of England.
   [1913 Webster]