From the notes to the Penguin Book (1959):

"In the Middle Ages, the Dance of Death and dialogues between Death and his victims used to be enacted as a stage morality.  Later, the theme was taken up by artists as great as Holbein and as humble as the chapbook illustrators.  Miss Anne Gilchrist has noted (Journal of the English Folk Dance and Song Society, vol.IV, pp.37-8) that "in English balladry the favourite aspect of the subject was Death in its relation to radiant beauty and lusty and careless youth."  The ballad, perhaps of late 16th. century origin, was originally in dialogue-form and it may well have been at once sung and acted.  Traditional versions have been noted from Devon (Songs of the West, Sabine Baring Gould & others, 1905, pp.202-3), Somerset (Folk Songs from Somerset, Cecil Sharp 1904-9, vol.IV p.4), Wiltshire (Folk Songs of the Upper Thames, Alfred Williams, 1923, p.173) and Sussex (English Traditional Songs and Carols, Lucy Broadwood, 1908, p.40)."  -R.V.W./A.L.L.

This version was collected from Mr. Baker of Maidstone in Kent, in 1946, and was first published in the Folk Song Journal, vol.V, p.19.

In the Forum:

Death and the Lady  The version collected by Lucy Broadwood in 1893, with tune.
Conversation With Death  Some related discussion.

There is an entry at  The Traditional Ballad Index:
Death and the Lady

Lesley Nelson has the Broadwood version, with tune, at her  Folk Music  site:
Death and the Lady

The 1729 tune that Bruce Olson mentions above is at:  Broadside Ballad Tunes

T:B107- Death and the lady
Q:120
L:1/4
M:C
K:C
c/2|e3/4e/4 e/2g/2 f/2e/2 f/2f/2|e3::g/2|\
g/2e/2 c3/4c/4 f/2e/2 d3/4c/4|\
d3/2c/2 e3/4e/4 e/2g/2|f/2e/2 d3/4c/4 c3/2|]

The text published by the Percy Society in  Ancient Poems, Ballads and Songs of the Peasantry of England  (1846) is at  Poets' Corner:

The Messenger of Mortality; or Life and Death Contrasted in a Dialogue Betwixt Death and a Lady

There are a number of broadside texts at  Bodleian Library Broadside Ballads.  This is not a full listing, but covers most of the material.  There is little textual variation, but the woodcuts and engravings are well worth looking at!

Death and the Lady  Printer & date unknown (Harding B 45[21])
Death and the Lady  Printed by G Henson, Bridge Street, Northampton; no date.
Death and the Lady  Printed by A. Ryle, and Co., Monmouth-Court, Seven Dials, between 1845 and 1859.
Death and the Lady  Printed by J. Harkness, (Preston) between 1840 and 1866.

Death and the Lady; or The Great Messenger of Mortality:  Printed by T. Dash, (Kettering); no date.
Death and the Lady; or The Great Messenger of Mortality:  Printed by J. Evans, Long-lane, London between 1780 and 1812.
Death and the Lady; or The Great Messenger of Mortality:  Printed by J. Turner, High Street, Coventry between 1797 and 1846.

Messenger of Mortality; or, a Dialogue between Death and the Lady  Printed by M.W. Carrall, Walmgate, York, in 1827
Messenger of Mortality, or, a Dialogue between Death and a Lady    Printed by Kelsey, Bookbinder, Boston and Spilsby, between 1879 and 1898.
Messenger of Mortality, or Life and Death Contrasted  Printed by J. Pitts, Wholesale Toy and Marble Warhouse [sic] 6, Great St Andrew Street, Seven Dials, London, between 1819 and 1844.

These are all large images.

There is plenty of background material on The Dance of Death available on the Web; see for example:

Death, Dance of  at  http://www.britannica.com/

41 Woodcuts by Hans Holbein the Younger from a Facsimile of the 1538 French Edition

Malcolm