This song is also known in England, Ireland, Canada and the U.S.A. as Molly Bawn; Peggy Baun; Molly Ban; Molly Bond; Molly Banding; Molly Vaughan; Polly Vaughn; At the Setting of the Sun; The Shooting of His Dear; As Jimmy Went A-Hunting.

In my opinion, a lot of collectors and commentators have written nonsense about this song, importing elements that are not there. For example, Cecil Sharp identified the changing of the woman to a swan – not in the song! – with Celtic mythology. Roy Palmer in Everyman's Book Of British Ballads, writes, "The mysterious death of a woman in the guise of a swan has profound reverberations. It recalls the death of Procris in classical antiquity and the swan maidens of northern mythology." The similarity with the Procris fable is only surface level. The point of the Procris story (visibly recurring star constellation) is entirely different to that of the song (a shooting accident followed by guilt and a ghostly apparition to plead for clemency). And the swan maidens of northern mythology had been literally turned into swans. Nowhere does this song state or even imply that Polly actually became a swan or that she had to be shot in order for her human soul to be released, as in the ancient myths. She was shot in the dark, by mistake. A search of the internet quickly reveals just how many shooting accidents still happen, including fatalities. A TV documentary in 2006 about modern-day night-time poachers showed just how easy it is to main or kill a person, mistaken for an animal, in the dark. One poacher, seeing two eyes shining in the dark, took aim at his prey: he shot his own son.

Are swans illegal to kill? Not quite that simple. There used to be (don't know if there still is) a law that said only royalty could kill or eat swans. This is often mis-cited as meaning all swans anywhere in England, but the law stated only that commoners could not kill royal swans which lived in grounds owned by royalty - in other words, it was a law against poaching.