Waters of Leman

The allusion is to Psalm 137: By the rivers of Babylon, there we sat down, yea, we wept, when we remembered Zion.

In 587 BCE, Jerusalem was destroyed by the Babylonians and many Jews were taken into captivity in Babylon. They weep for their lost homeland.

By the waters of Leman I sat down and wept refers to a personal crisis in Eliot's life. He wrote part of The Waste Land in Lausanne, by Lac Léman (Lake Geneva), where he was being treated for mental exhaustion, and probably depression. He had previously tried to recuperate in the seaside air of Margate, Kent, inspiring the lines that appear later in the poem:
 'On Margate Sands.
I can connect
Nothing with nothing.

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