I hate to point it out, but that site Sedayne linked to above ("orkneyjar") is completely wrong. It claims of "The Great Silkie of Sule Skerry" that "it was first written down in 1938 by one Dr Otto Andersson, who had heard the song sung on the island of Flotta."

In fact, it was written down long before that, by F.W.L. Thomas, a Captain in the Royal Navy, from the dictation of a "venerable lady of Snarra Voe, Shetland." He published it in 1852, and Child included it in The English and Scottish Popular Ballads as number 113.

Interestingly, Child says he would have put it directly after Tam Lin, as #41, if he had known of it when Volume I was published. Makes one wonder what his criteria for ordering would have been if he had had all the ballads in advance of publishing the books...