"The Two Sisters" is a wide-spread ballad with many variations. It is #10 in Francis James Child's The English and Scottish Popular Ballads. It is also #8 in the Roud Folk Song Index where there are more than 140 variations. It appears in most collections of traditional balladsincluding Bronson, Sharp and many others. It is included in Alan Lomax's Folk Songs of North America. The two most common varieties are the "bow down" version and the "wind and rain" version (this one). The "bow down" version focuses on the sister's crime and the miller's acts following it. The "wind and rain" version changes the focus to the supernatural where parts of the murdered sister's body are used to make an enchanted instrument (usually a fiddle but in Europe it is frequently a harp) which will only play a tune that either names the murderer or is "Oh the wind and the rain". This is related to "The Singing Bone" motif of various folk tales in which a murdered man's bone tells the tale of his murder. In spite of the first verse stating that the old lord had "daughters one, two and three" the story and the crime always involves only two sisters. It has been recorded by many singers (both versions) including Peggy Seeger, Ewan MacColl, Pentangle, Jean Ritchie, John Jacob Niles, Jerry Garcia and Steeleye Span. I can't remember where, when or from whom I learned it but it was long ago.