Child #209. That particular version was contributed by Robert Burns (1792) to The Scots Musical Museum. Maddy Prior and June Tabor anglicised the text considerably. Sir Charles Hay is mentioned in only three of the texts given by Child in The English and Scottish Popular Ballads; in only one of these is the murder blamed specifically on Geordie (in one, Hay has been hanged by the court earlier), and Child doesn't attempt to identify him. There have been people of that name, but this one may just be fictional. There is some background information and a list of links to other sets here and elsewhere, and to some broadside examples, in this earlier thread: Tune Add & Lyr Add: Geordie

That list was made a couple of years ago, and doesn't include past discussions here in the Forum of both the Scottish and English forms of the song, which tell rather different stories. Geordie (or Georgy) has been found quite often in tradition in the USA, too; mostly in the English form, in which the hero is a deer thief (though still of aristocratic blood) and is hanged.