This is one of my favourite "factual explanations" of a ballad, from Robert Chambers' 'Account of the Gypsies', Chambers' Miscellany 1847
Jim Carroll

One of the earliest anecdotes of the Scottish gipsies is that of "Johnnie Faa, the Gipsy Laddie," who eloped with the lady of the Earl of Cassilis. This story rests on tradition, and on an old ballad ; the facts, so far as they can be gathered, are thus related in the " Picture of Scotland." " John, the sixth Earl of Cassilis, a stern Covenanter, of whom it is recorded by Bishop Burnet that he would never permit his language to be understood but in its direct sense, obtained to wife Lady Jean Hamilton, a daughter of Thomas, first Earl of Haddington, who had raised himself from the Scottish bar to a peerage, and the best fortune of his time. The match seems to have been dictated by policy; and it is not likely that Lady Jean herself had much to say in the bargain. On the contrary, says report, she had been previously beloved by a gallant young knight, a Sir John Paa of Dunbar, who had perhaps seen her at her father's seat of Tyningham, which is not more than three miles from that town. When several years were gone, and Lady Cassilis had brought her husband three children, this passion led to a dreadful catastrophe. Her youthful lover, seizing an opportunity when the Earl of Cassilis was attending the Assembly of Divines at AVestminster, came to Cassilis Castle, a massive old tower, on the banks of the Doon. He was dis¬guised as a gipsy, and attended by a band of these desperate out¬casts. The countess consented to elope with her lover. Ere they had proceeded very far, however, the earl came home, and immediately set out in pursuit. Accompanied by a band which put resistance out of the question, he overtook them, and captured the whole party at a ford over the Doon, still called the ' Gipsies' Steps,' a few miles from the castle. He brought them back to Cassilis, and there hanged all the gipsies, including the hapless Sir John, upon ' the Dule Tree,' a splendid and most umbrageous-plane, which yet flourishes on a mound, in front of the castle gate, and which was his gallows in ordinary, as the name testi¬fies—


'And we were fifteen weel-made men,
Although we were na bonnie;
And we were a' put down for ane—
A fair young wanton lady.'

The countess was taken by her husband to a window in front of the castle, and there compelled to survey the dreadful scene—to see, one after another, fifteen gallant men put to death—and at last to witness the dying agonies of him who had first been dear to her. The particular room in the stately old house where the unhappy lady endured this horrible torture, is still called ' The Countess's Room.' After undergoing a short confinement in that apartment, the house belonging to the family at Maybole was fitted up for her reception, by the addition of a fine projecting-staircase, upon which were carved heads, representing those of her lover and his band; and she was removed thither, and con¬fined for the rest of her life—the earl, in the meantime, marry¬ing another wife. One of her daughters was afterwards married to the celebrated Gilbert Burnet. The effigies of the gipsies on the staircase at Maybole are very minute ; the head of Johnnie Faa himself is distinct from the rest, large, and more lachrymose in the expression of the features." Such is the story; but whether the hero, who is here called Sir John Faa of Dunbar, was himself of gipsy blood, as the ballad bears, and as tradition asserts, or whether he was merely in such intimacy with the gipsies as to-obtain their aid in the adventure, cannot be decisively ascertained. It may be mentioned, however, that the colony of gipsies long established in Yetholm, in Roxburghshire, always claimed to be of the same stock with the Faws or Falls, a family of respectability settled in East-Lothian, and of which the hero of the ballad may have been a scion, holding- some rank in Scottish society, and yet keeping up a connexion with his outcast kindred.