There are two distinct and for the most part separate variants of this song, one deriving from seventeenth century English broadsides and sung by traditional singers in England, Ireland and North America, the other printed in one eighteenth and some nineteenth century ballad collections and collected from Scottish singers and some North American singers. Steve Roud and Julia Bishop (New Penguin Book of English Folk Songs) comment that in Scottish versions Geordie tends to be released, while in English ones his lady "has come too late" and he is executed.
The historical antecedents of this ballad are disputed. Some suggest that it is based on the life of George Gordon (1512-1562), Fourth Earl of Huntley, the son of Margaret Stewart, she being an illegitimate daughter of James IV. A blackletter ballad cited by A. L. Lloyd names Geordie as George Stoole of Northumberland, executed in 1610, but Lloyd suggests the ballad itself predates the 17th century.
It was printed in The Scots Musical Museum (1792), F. J. Child's The English and Scottish Popular Ballads #209 (15 texts), Bertrand Bronson's Traditional Tunes of the Child Ballads #209, (58 versions), The Roud Folk Song Index ( #90) lists many distinct versions - 40 from England, 27 from Scotland, 2 from Ireland, 52 from the United States and 8 from Canada.
It was recorded by Harry Cox, Ewan MacColl and Peggy Seeger, Joan Baez, Jean Ritchie, John Jacob Niles, Doc Watson and others.
I learned it from Joan Baez's recording.