Well I got the line about "King Henry at Whitehall" from the singing of Joan Baez, which I'm pretty sure was taken from an Appalachian version. (Some of the Appalachian variants have Lord Donald/Arnold/Arlen/ or whatever blasting Mattie Groves with a shotgun, so I know they can't be regarded as reliable sources). Oh I'm sure it's a story that's been repeated many, many times (husband walks in on unfaithful wife and her boyfriend and kills both of them - nothing new!) but in the back of my mind I think the song might be based on an incident that really happened and probably at some time during the reign of Henry VIII. I think it was one of those scandals like Joey Buttafuoco and Amy Fisher that would have caught people's imagination enough for them to still be singing it in 1611. I really enjoy the song - always have and while I'm singing it or listening to it I picture the characters and the scene in my mind. I just wanted to "glean" (as Santa so aptly put it) other peoples opinions to see if there was the faintest chance that the actual incident may have been recorded or pinpointed.