For Danny Boy saga, see here:

http://www.standingstones.com/danny3.html

Mr. Happy, I don't know anything about the origins of "I belong to Glasgow" but I do know there is a very large Irish immigrant population in Glasgow, so that likely explains common attributions to that community. Many Donegal natives go back and forth between Ireland and Scotland, for instance. It isn't at all uncommon to read an obit in Gweedore for some local who had lived in Glasgow most their life. Sometimes they are even brought back to Donegal for burial.