I'm not sure if this is the one asked for, but there's is a song with that title in Robert Bell's Ancient Poems, Ballads and Songs of England.

Jockey to the Fair

'TWAS on the morn of sweet May-Day,
When nature painted all things gay,
Taught birds to sing, and lambs to play,
And gild the meadows fair;
Young Jockey, early in the dawn,
Arose and tripped it o'er the lawn;
His Sunday clothes the youth put on,
For Jenny had vowed away to run
With Jockey to the fair;
For Jenny had vowed, &c.

The cheerful parish bells had rung,
With eager steps he trudged along,
While flowery garlands round him hung,
Which shepherds use to wear;
He tapped the window; 'Haste, my dear!'
Jenny impatient cried, 'Who's there?'
''Tis I, my love, and no one near;
Step gently down, you've nought to fear,
With Jockey to the fair.'
Step gently down, &c.

'My dad and mam are fast asleep,
My brother's up, and with the sheep;
And will you still your promise keep,
Which I have heard you swear?
And will you ever constant prove?'
'I will, by all the powers above,
And ne'er deceive my charming dove;
Dispel these doubts, and haste, my love,
With Jockey to the fair.'
Dispel, &c.

'Behold, the ring,' the shepherd cried;
'Will Jenny be my charming bride?
Let Cupid be our happy guide,
And Hymen meet us there.'
Then Jockey did his vows renew;
He would be constant, would he true,
His word was pledged; away she flew,
O'er cowslips tipped with balmy dew,
With Jockey to the fair.
O'er cowslips, &c.

In raptures meet the joyful throng;
Their gay companions, blithe and young,
Each join the dance, each raise the song,
To hail the happy pair.
In turns there's none so loud as they,
They bless the kind propitious day,
The smiling morn of blooming May,
When lovely Jenny ran away
With Jockey to the fair.
When lovely, &c.