To olddude: A good place to start is to search for "goodnight ballads". The "good night" referred to is a prisoner's last night on earth before his execution. These ballads are usually related in the first person, as if reporting the miscreant's last words upon the gallows. Some famous examples:

The Flash Lad/Adieu, Adieu
Valentine O'Hara/Allen Tyne of Harrow
Captain Kidd