For some information on Phrygian and Lydian, see this thread (it includes the only song that Cecil Sharp collected in the Lydian mode - see my final post there): folksongs in the lydian and phrygian mode.

Locrian is hard to come by. I don't think it appears in English traditional song at all (though the scale is used by jazz musicians over the half-diminished (=m7b5) chord).

Mick