Besides "Tam Lin" there are also the "Outlandish Knight" related ballads, which have a supernatural element, though it is not spelled out. I recall Steeleye Span doing "700 Elves" on one of their recordings as well. I can't think of a whole lot of other traditional songs that deal specifically with fairies. There seems to be quite a few of varying quality in the filk world. Perhaps the telling of fairy stories did not lend itself to the making of songs.