"The Mullin Dhu", in Gaelic "Muileann Dubh" ("The Black Mill"), is also known as "The Devil's Mills" or "The Dark Mill". The melody exists in air, strathspey and reel versions. An early appearance of the tune, set as a reel, can be found in the c. 1730-1760 music manuscript collection of fiddler James Christie, Banff, Northeast Scotland, under the title "Snuff in the Black Mill," suggesting that 'black mill' refers to a snuff mill. James Aird (c. 1803) gives the title as "Mullindough, or The Black Laddie," and the exact same tune and title were copied by fifer or fiddler John Fife into his 1780-1804 music copybook.
It was printed in Aird's Selection of Scotch, English, Irish and Foreign Airs, vol. 6 (c. 1803), Carlin's Gow Collection (1986) (appears as "The Mullin Du"), Gow's Complete Repository, Part 3 (1806), Gunn's The Caledonian Repository of Music Adapted for the Bagpipes (1848), Kerr's Merry Melodies, vol. 1 (c. 1880), Lowe's Collection of Reels, Strathspeys and Jigs, book 6 (1844–1845), Martin's Ceol na Fidhle, vol. 4 (1991), MacDonald's The Skye Collection (1887), Martin's Traditional Scottish Fiddling (2002), McGlashan's A Collection of Reels (c. 1786) (appears as "The Mullin du"), Perlman's The Fiddle Music of Prince Edward Island (1996), Ross's Ross's Collection of Pipe Music (1869), Shears' Gathering of the Clans Collection (1986), Stewart-Robertson's The Athole Collection (1884), Surenne's Dance Music of Scotland (1852) and Williamson's English, Welsh, Scotch and Irish Fiddle Tunes (1976).
I learned this from Williamson's book and from Ken Perlman at Midwest Banjo Camp.