Here's another set of lyrics closer to what I remember except for line about the wall, which I may have heard wrong.

THE LADY CAME FROM BALTIMORE
(Tim Hardin)

The lady came from Baltimore
All she wore was lace
She didn't know that I was poor
She never saw my face.

Chorus:
I was sent to steal her money
Take her rings and run
But I fell in love with the lady
Got away with none

The lady's name was Susan Moore
Her daddy read the law
She didn't know that I was poor
Lived outside the law

Chorus

Her daddy said I was a thief
And didn't marry her for love
But I was Susan's true belief
And married her for love

Chorus

The house she lived in had a wall
To keep the robbers out
She never stopped to think at all
That's what I'm about

Chorus