Our guest alludes to this song, which I have copied, along with associated info, from GEST's website.   I googled for a re-issue of the Dalhart recording but could find nothing.

Please tell us more about yourself and any family lore you may have about this matter, Guest.

Mary Vickery And Connelly Donnelly (Coll. by Ken Peacock)

There lived a girl named Mary Vickery down in old Kentucky,
Oh, her life was so unhappy that away from home she fled;
She went away and never told her father she was going,
And when he found that she was gone he thought that she was dead.

When several months had passed away they found a woman's body,
Near Mary's home they found it in the bottom of a mine;
They thought it was the body of the long lost Mary Vickery,
They arrested Connelly Donnelly for that awful crime.

Oh, the witness swore against him was a woman that was jealous,
Because he did not love her, was devoted to his wife;
She swore upon the Bible she saw Connelly do the killing,
He was taken then to Frankfort jail and sentenced for his life.

"I swear that I am innocent," protested Connelly Donnelly,
But just the same they sentenced him behind the prison bars;
For a year or more he never saw his darling wife or family,
For a year or more he never looked upon the sun or stars.

But God had not forsaken him for down in San Anita,
A little Mary Vickery had been living all the time;
Oh, when she heard that Connelly was in jail her conscience hurt her,
She returned to prove that he was not guilty of the crime.

Then the governor of the state oh, he pardoned Connelly Donnelly,
And sent him to his wife who all alone had been his friend;
He left the prison bars behind. "Now," says Connelly Donnelly,
"It goes to show that right shall always triumph in the end."

####.... Variant of Return Of Mary Vickery recorded in 1927 by Marion Try Slaughter aka Vernon Dalhart (1883-1948) of Jefferson, TX (Brunswick Records E22227) ....####
Collected in 1952 from Gordon Willis [1911-2001] of St. John's, NL, by Kenneth Peacock and published in Songs Of The Newfoundland Outports, Volume 3, pp.819-820, by the National Museum of Canada (1965) Crown Copyrights Reserved.

Kenneth Peacock noted that although Mr. Willis assured him he did not learn this American ballad from a recording, the tune sounded suspiciously contrived and commercial. At any rate, students of native American ballads will be interested to see it in a Newfoundland collection. Peacock also noted that he had not come across it in any of the American collections, and that his own feelings about the ballad were that the jury should have known at the beginning that anyone with the name Connelly Donnelly could not possibly have committed such a heinous crime.