There were four well-born ladies, all Mary, but none met the fate in the story. Probably based on an incident in the cour of May Queen of Scotts in 1563.

^^
1. Word's gane to the kitchen,
And word' gane to the ha,
That Marie Hamilton gangs wi' bairn
To the hichest Stewart of a'.

2. He's courted her in the kitchen;
He's courted her in the ha';
He's courted her in the laigh cellar,
And that was the worst of a'.

3. She's tyed it in her apron,
And thrown it in the sea:
Says, "Sink ye, swim ye, bonny wee babe,
ou'll neer get mair of me!"

4. Down then cam the auld queen,
Goud tassels tying her hair;
"O Marie, where's the bonny wee babe
That I heard greet sae sair?"

5. "There was never a babe intill my room,
As little designs to be ;
It was but a touch o my sair side,
Come oer my fair bodie."

6. "O Marie, put on your robes o black,
Or else your robes o brown,
for ye maun gang wi me the night,
To see fair Edinbro town.

7. "I winna put on my robes o black,
Not yet my robes o brown;
But I'll put on my robes of white,
To shine through Edinbro town."

8. When she gaed up the Cannogate,
She laughd loud laughters three;
But whan she cam down the Cannogate,
The tears blinded her ee.

9. When she gaed up the Parliament stair,
The heel cam aff her shee;
And lang or she cam down again,
She was condemned to dee.

10. When she dam down the Cannogate,
The Cannogate sae free,
Many a ladie lookd oer her window,
Weeping for this ladie.

11. "Ye need nae weep for me," she says,
"Ye need nae weep for me; for
Had I not slain mine own sweet babe,
This death I wadna dee.

12. "Bring me a bottle of wine,; she says,
"The best that eer ye hae,
That I may drink to my weil-wishers,
And they my drink to me.

13. "Here's a hearlth to jolly sailors,
That sail upon the main;
Let them never let on to my father and mother
But what I' coming hame.

14. "Here's a health to the jolly sailors,
That sail upon the sea;
Let them never let on to my father and mother
That I cam here to dee.

15. "Oh little did my mother think,
he day she cradled me,
What lands I was to travel through,
What death I was to dee.

16. "Oh little did my father think,
The day he held up me,
What lands I was to travel through,
What death I was to dee.

17. "Last night I washd the queen's feet,
And gently laid her down;
And a' the thanks I've gotten the nicht

To be hanged in Edinbro town!

18. "Last nicht there was four Maries;
The nicht there'l be but three:
There was Marie Seton and Marie Beton
And Marie Carmichael and me."

from British Literature, vol 1, DC Heath, 1963, pp 218-219. Please excuse typos. Thanks