There are a number of accounts of singers claiming direct knowledge of real events underlying the ballads they sang. I'm thinking about a very gruesome backstory to 'The Unquiet Grave' described in David Atkinson's 'The English Traditional Ballad' - and wasn't there something like this concerning Jeannie Robertson and 'My Son David'? If anyone's got any more specific examples I'd like to hear them. It's the same kind of thing as you find with apocryphal tales, that are always claimed to have happened to someone known to the teller.