This is number 6358 in the Roud Folk Song Index. The only traditional set noted there which (apparently) does not derive from the McCord version appeared in William A. Owens' Texas Folk Songs (1950), and was noted by Owens from an unidentified source as Lady Mary.

The set recorded and published by Sandburg came from Mrs. McCord, according to Roud.

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I now have th eOwens book. Owens says he first heard the song when May Kennedy McCord sang it at the Texas Centennial in 1936. Since then it was sung for him in Oklahoma and Texas.
The version in the Owens book is substantially the same as others posted here.
-Joe Offer, January, 2008-