I don't have the box set, but The English & Scottish Popular Ballads (The Child Ballads), sung by Ewan MacColl and A.L. Lloyd, edited & produced by Kenneth S. Goldstein, 9 vols. seems to be the one. I've heard this was released in 1950s by Riverside, and later by Washington (WLP 715-723). English and Scottish Folk Ballads (Topic 12 T103) may be an abridged one-LP edition.

~Masato