Hi Kat, the folktale of Sawney Bean has appeared in various places over the last three hundred years.
Popular opinion would place the Bean's cave at Bennane Head, three miles north of Ballantrae, on the South West coast of Scotland. There are however claims that he lived in various other locations such as Galloway.
The first written account appears to have been in broadsheets dated around 1700 at the time of James VI. Thoughout the ages it has appeared in many collections such as "Historical and Traditionary Tales connected with the Sourh Of Scotland" which is probably better known as "Nicholson's tales", and Alan Temperley's "Tales Of Galloway"(Mainstraem Publishing Company, Edinburgh, 1986). Nicholson suggests that Bean dates from two centuries earlier, during the reign of James I.
There is a full account of the accademic investigations made into this tale in "The Polar Twins" by Edward J Cowan and Douglas Gifford (Edinburgh: John Donald, 2000). This investigation found no evidence in the way of Judicial records etc to suggest unfortunately that there ever was a Sawney Bean. As the tale was first seen in broadsheet form the truth may in fact be that it was simply a properganda ploy by the English, "the Scots eat babies"
The only song that I know of about Sawney Bean was written by Lionel McClelland of Black-Eyed Biddy. I think it was on their first LP, I don't have it but Jon knows Lionel so might be able to help.
If you want to read a version of the tale you can find it in the Galloway Tales section of Seanachaidh (be kind I've just started the site recently) Click here
Hope this is of help.