Cecil Sharp noted the earliest version of the story of "Lady of Carlisle" in a 17th century French autobiography, the events supposed to have actually happened at the court of François I. Sharp collected versions of the ballad in Somerset and in the Appalachians and it has also turned up widely along the north-eastern seabord of the USA and Canada. Other titles for the song are "The Fan" and "The Bold Lieutenant". It was recorded on New Lost City Ramblers, Volume 3. They got it from a recording of Basil May of Salyersville, KY, recorded by Alan and Elizabeth Lomax for the Library of Congress. This is one of only a few ballads with a happy ending. This can also be sung to the tune of "Who's That Knocking at My Window".