Apparently, Sally Water was fairly widespread in the U. S. and Canada. Some 20 texts were collected and published in the U. S. between 1883 and 1976. Most involve crying and weeping and no other reference to water except one collected in the Southern Appalachians c. 1927, "Rise up, Sally, and tinkle in the pan" (North Carolina Folklore, pp. 130-131). Collected in Canada in 1880 and later.
References given in Iona and Peter Opie, 1985, The Singing Game," pp. 167-171.

Brown (North Carolina Folklore) collected at least one 'Sally Walker' (I only have vol. 5, the music volume, which has only two texts.