"The Gypsy Rover", also known as "The Whistling Gypsy", is a well-known ballad composed by Dublin songwriter Leo Maguire in the 1950s. This is a modern rewrite of the traditional ballad theme that appears in "The Wraggle Taggle Gypsies" or "The Raggle Taggle Gypsies", "The Gypsy Laddie", "Nine Yellow Gypsies", "Gypsie Davie" and "Blackjack Davy" (Roud #1, Child 200). The story-line is usually about a woman leaving her home and her "wedded lord" to run off with one or more gypsies, to be pursued by her husband. Dorothy Scarborough's 1937 book A Song Catcher In Southern Mountains: American Folk Songs of British Ancestry includes a lullaby called "Gypsy Davy", which Scarborough collected from two Virginia women who had learned the song from their respective grandmothers who in turn had learned it in Ireland. Scarborough's "Gypsy Davy" has a similar construction to Maguire's song, both in some of the lyrics in the verses and in the "ah dee do" chorus that does not appear in the other gypsy-themed songs. However, in Maguire's song the lady is pursued by her father instead of her husband and when he catches the pair the "Gypsy" reveals himself to be the "lord of these lands all over" (another widespread ballad theme).
It has been widely recorded by The Clancy Brothers, The Kingston Trio, The Highwaymen (who had a Top 40 hit with the song), Glenn Yarbrough and many others. I probably learned it by listening to all of these recordings.