Here are some references to Peggy Gordon - astonishingly they are almost all from Canada and since they are taken from Steve Roud's Song Index which now has 93K+ entries of song versions in Britain, Ireland, North America and Australia, it indicates that the song was probably unknown to traditional singers elsewhere. There are obvious relationships with Carrickfergus, The Water is Wide etc all of which have had airings recently in various threads.

At present, it looks as if Dan's Songster is the oldest known report of this song and it is notable that one of the versions (7 here - the numbering is arbitrary) has a first line identical with that printed in the songster. PEGGY GORDON 1
Oh Peggy Gordon, you are my darling
Sound recording
Edith Fowke Coll. (FO 53)
Gooley, Bill
Canada : Ontario : Peterborough
1957 (Jul)
2
Oh Peggy Gordon you are my darling
Book
Creighton, Maritime Folk Songs pp.74-75
Tape 18 No.10
Smith, Dennis
Canada : Nova Scotia : Chezzetcook
3
Sweet Peggy Gordon you are my darling
Sound recording
Philo 1022 (`Adirondack Woods Singer')
Ashlaw, Ted
USA : New York : Hermon
1972 (Aug)
4
Oh Peggy Gordon you are my darling
Book
Creighton & Senior, Traditional Songs of Nova Scotia pp.193-195 (version a)
Smith, Dennis
Canada : Nova Scotia : Chezzetcook
5
O Peggy Gordon you are my darling
Sound recording
Edith Fowke Coll. (FO 30)
Clark, LaRena
Canada : Ontario : Ottawa
1966 (Mar)
6
O Peggy Gordon you are my darling
Book
Fowke, Family Heritage pp.72-73
Clark LCS 109
Clark, LaRena
Canada : Ontario
7
I wish my love and I were sailing
Book
Creighton & Senior, Traditional Songs of Nova Scotia pp.193-195 (version b)
Sullivan, John Francis
Canada : Nova Scotia : Erinville
8
Sweet Peggy Gordon, you are my darling
Songster (Book)
Everybody's Songster p.17
Cozans (New York)
9
Peggy Gordon you are my darling
Sound recording
Folkways FE 4307 ('Maritime Folk Songs')
Clergy, Grace
Canada : Nova Scotia : East Petpeswick
1951 (Jul)
Text in booklet