This song has so many names that it is hard to keep them straight. One of the oldest versions is called "The Jolly Blade," which appears in broadsides dated 1802-1819 by the Bodley, Oxford. The oldest printings seem to be English but the 'blade' was born in Dublin.
Mention of Fielding (see thread linked by MMario) suggests an 18th c. origin. Verses in some versions have been borrowed from "Buck's Elegy" or the "Unfortunate Rake," or v. v., and there are floaters from other songs about thieves and hangings as well.

It has never been tied to any specific robber or event.