The text of 'Lord Marlborough' as arranged and recorded by Fairport Convention is in the DT at  Lord Marlborough. It's an (avowedly) inaccurate and incomplete transcription, made by ear from the record, and as such should never have been included; but there it is. For a broadside transcription, with useful background information, see thread  Lyric Correct? Lord Marlborough. Charlotte's stab at it also contains a number of mishearings, though fewer than the DT file.

As usual, Fairport didn't bother to say where they got the version they arranged; but Nic Jones conscientiously noted that he got his from Cecil Sharp's English Folk Songs [London: Novello, II, 71-74]. The tune came from John Culley, Farrington Gurney, Somerset, 22 August 1906; the text appears to be a modified collation put together by Sharp (Mr Culley remembered only one verse) from various sources. Fairport's tune is effectively identical. They almost certainly got it from Sharp's book, though perhaps at a few removes as their lyric is a bit confused in places.

Beside the book mentioned by 'Sminky' (one I haven't seen; thanks for that) there are plenty of others that give us an idea of what songs were current at particular times. To name a very few only, there's Thomas Hughes, The Scouring of the White Horse (1859); many of Hardy's novels; and autobiographical works such as Henry Burstow's Reminiscences of Horsham (1911), Lark Rise (Flora Thompson, 1939), I Walked by Night (Frederick Rolfe, 1935), Brother to the Ox (Fred Kitchen, 1940) and so on.

'Songs of the Wilsons' probably refers to the output of Michael Wilson and Alexander Wilson of Manchester. A collection entitled The Songs of the Wilsons [i.e. of M. T. and A. Wilson]: with a Memoir of the family and several additional songs never before published, edited by John Harland, was published in the 1860s.