Venturing a little further into the field of folk tales, I had a vague memory of a possible "Black Annie" in the history of piracy, but have been unable to find it, and conclude that it was a mismemory of Anne Bonney, who was never known as Black Annie. A cursory search of folk tale indexes didn't turn up any Black Annie either.

The following is a reference from the midwest. Todd [last name uncertain] is a blogger who fled the midwest for the east -- not surprising perhaps, considering that he came from Phillipstown, Illinois, pop. 28 (13 households) as of the most recent census. In his reminiscences he writes this:

"These were the alleys where the infamous Black Annie frequented. No one knows if Black Annie was real, in fact very seldom did people's stories of her match very precisely. She had lived in the early part of the 20th century and had lost her daughter, or her son. Dressed in black she wandered the dark alleys looking for her lost child, and if she happened to come across someone else's she snatched them away convinced they were her own. No one knows when she died, or if she died, but as a child you were convinced she was still out there. And so you avoided those alleys at night, unless bravado in the form of a dare or double dare forced you down them. Usually in groups, but occasionally one would have to wind their way through them alone to prove their courage. To a child it was like shooting the rapids or the adrenile charge of rushing into battle. Even if she wasn't real, even if she wasn't out there we wanted to believe she was."

http://homepage.mac.com/toddatdesk/blogwavestudio/LH20050408231653/LHA20050409015637/index.html

However, this is from the latter half of the 20th century and so is not connected with the roots of the matter.

All other research has turned up a blank. It seems that the "Black Annie" murder song has come down to us only in the fragmentary form Dink Roberts remembered, and all efforts to delve further back have so far met with no success.

Bob