Thanks Malcolm for the connection to the Roud Folk Song Index, what a great resourse.
I went into that area and found the reference to Sweet Peggy Gordon you quoted and its listing in an publication in the USA called the "Old Arm Chair Songster"
With this song were listed 16 other songs including the following
The Girl I left behind me
The Jolly Miller
Lord Thomas and Fair Eleanor and
The Rose of Allandale
I do not believe it can be argued that none of these 4 songs could not have originated form the British Isles and Ireland. Certainly the Rose of Allandale is I strongly believe Scottish and Lord Thomas and Fair Eleanor in my humble opinion English.
I could therefore be concluded that the book of folk songs previously mentioned included songs that did not originate in North America.
This throws open the argument once again, in which country did this wonderful song originate from?
It would be interesting to find if there were any references to Miss Gordon prior to 1860.