The Library of Congress  Music for the Nation archive has a piano arrangement -as a waltz- of Sweet Maggie Gordon published by Mrs. Pauline Lieder (New York 1880); the arrangement is credited to one Ned Straight, and his portrait adorns the front cover, but he doesn't appear to claim the text, which is practically the same as the one Dan quotes.  The differences seem typical of oral transmission, to me at any rate:
^^
I wish my love and I were sailing
As far from land as far can be,

Far across the deep blue water
Where I'd have none to trouble me.

The sea is deep, I can't swim over
Neither have I the wings to fly,
But I will hire some jolly sportsman
To carry o'er my love and I.

I wish I had a glass of brandy
The reason I will tell to thee,
Because when drinking I am thinking
Does my true love remember me.

Chorus:

Sweet Maggie Gordon you are my bride
Come sit you down upon my knee
And tell to me the very reason
Why I am slighted thus by thee.

Also in the archive are two copies of an instrumental (piano) arrangement of the melody, by Jas. J. Freeman (1881; same publisher, same front and back covers.)  The melody is not one I recognise, but then I've only ever heard Peggy Gordon sung to a variant of the Banks of Sweet Primroses tune.

Malcolm