It's in the DigitalTradition database under the title KELLYBURNBRAES. There are a few other versions in the DT, including "The devil and the farmer's wife" (similar to the version I recall Jean Ritchie singing); you can search for the rest @devil.

Bill\sables: No, "Eggs and Marrowbones" or "The Old Woman of Wexford" or "Tipping it up to Nancy" (all three titles available on the DT) isn't the same song. In Killyburn Brae, the devil comes to take the wife, but sends her back because she's too hot for hell. In the marrowbone song, the wife feeds her husband marrowbones to make him blind so that she can push him in the river (but he outwits her; except in Joe Mulheron's new version.