Don't know this one, but it reminds me of The Suffolk Miracle, which is a ghost story also. Young woman loves poor man, and her parents send her away to keep them apart; he dies of grief and a year later, his ghost rides to where she has been staying, and fetches her home. On the way he complains of a headache and she wraps her handkerchief around his head. When they get to her home, he vanishes and her parents don't believe he brought her, since they knew he was dead, so they dig up the grave to prove it to her, and "tho' he had been twelve months dead / The handkerchief was 'round his head."

The reason I find this ghost story so interesting is that in each and every other ghost ballad I know where lovers meet after one dies, the living one tries to kiss the newly-arisen dead lover only to be told something like "my lips they are as cold as clay / My breath smells vile and strong / If you take one kiss from my clay-cold lips / Your time will not be long." (That one's from The Unquiet Grave). So I've always assumed that a while after the end of the Suffolk Miracle song, she would also die. But I've never heard any further lyrics, anyone know any? I started answering this before checking to see if it was in the DT, sorry.