"Wicked Polly" is a religious ballad. The melody is also known as "Supplication".
It was printed in Laws' Native American Balladry: A descriptive study and bibliographical syllabus (1964), Belden's Ballads and Songs Collected by the Missouri Folk-Lore Society (1955), Randolph's Ozark Folksongs (1946-1950), John A. Lomax and Alan Lomax's American Ballads and Folk Songs (1934), Alan Lomax's The Folk Songs of North America (1960).
It is in the Roud Folk Song Index as #505.