He got the text from a broadside, so far as I remember. There are a few editions at Bodleian Library Broadside Ballads, including

Unfortunate Sally or Billy don't you cry for me Printed 1833 and 1841 by T. Birt, 39, Great St. Andrew street, Seven Dials, London. Firth b.25(51)

Jack Sheppard will have been the 1825 melodrama Jack Sheppard, The Housebreaker, or, London in 1724 by W.T. Moncrieff, I should think.