Joe,
Thanks for starting this thread. I've been collecting books on ballads, folktales, fairy tales, etc. for over twenty years. Have about 2,000 plus volumes.
Here's a few that haven't been mentioned yet:

• "The Greig-Duncan Folk Song Collection" edited by Patrick Shuldman-Shaw, Emily Lyle, & Adam McNaughtan. This is an eight volume set on Scottish folk song.
  
• "The Critics & the Ballad" edited by MacEdward Leach & Tristm Coffin. Essays on the ballad.
  
• "A Literary History of the Popular Ballad" by David Fowler. Talks about the development of the ballad.
  
• "Come All Ye Bold Miners" edited by A.L.Lloyd. Ballads & songs from the mines.
  
• "The Ballad Book" edited by MacEdward Leach. A great source for ballad lyrics.
  
• Two studies by G.Malcolm Laws, "Native American Balladry" and "American Balladry from British Broadsides".
  

Good hunting!
Dan

Line Breaks <br> and some other fancy stuff added for easier reading.
-Joe Offer-