The earliest US broadside I've found is Boston, 1810:
"Polly Wand, together with the Beggar girl, and Tom Starboard," Isaiah Thomas Broadside Ballads Project,
Polly Wand
Come all you brave shooters that follow the gun, Beware of your shooting by the setting of the sun, It was a doleful thing that happen'd of late, It was Polly Wand whose fortune was great.