One of my favorites is an Archie Fisher piece from Shetland called Orfeo which is in Child's collection. His sister Ray played it for us at Scottish Week (Augusta Heritage arts Workshops) some years back. Not sure which album it's on. Theme is about a kidnapping of a king's wife by the Fairy king, and how the king wins her back again by going to the fairy realm and playing music for the fairy court. Archie has also penned a fairy ballad of his own, Witch of the Westmorland, which is lovely. Steeleye Span is an excellent source of fairy ballads-- they have recorded at least 5 that I know of-- Thomas Rhymer, 700 Elves, False Knight on the Road, Tam Lin, The Wee Wee Man. Ray Fisher's Willie's Lady is another good one which deals with magical themes, but not Faery as such.