The earliest extant setting seems to be that 'Rosemary Lane/Hill' again in London. Scarborough Sands appears to be a northern adaptation. The Rosemary versions printed in London by the likes of Pitts and Catnach in the early 19thc are usually titled 'Success to the Blues'. The 'Scarboro Sands' version doesn't happen to have an extant Yorkshire printing, being issued by Bebbington>Pearson of Manchester and Williamson of Newcastle in the middle of the century. There's a southern version from Worcester on the Bodl website.