This ballad is Child Ballad #278. It appears as "The Old Lady and the Devil" in the Anthology of American Folk Music recorded by Bill & Belle Reed. It has also been recorded by Doc Watson, Burl Ives, Pete Seeger, the Beers Family and others. It was printed in The Burl Ives Song Book, Lomax's Folk Songs of North America and Sharp's English Folk Songs in the Southern Appalachians. I think maybe I learned it from Pete Seeger or maybe the Beers Family.