Compare this song with "The Gipsy Countess" (Songs of the West, no 50, 2d ed.) and "The Gipsy" (A Garland of Country Song, no 32). A Scottish version of the words is in Ramsey's Tea-Table Miscellany (volume iv); see also "Gypsie Laddie," in Herd's Ancient and Modern Scottish Songs (volume ii, p. 95, ed. 1791). In Finlay's Scottish Ballads (1808) the balld appears as "Johnnie Faa," and in Chmabers Picture of Scotland, a valiant effort is made, after the manner of Scottish commentators, to provide the story with a historical foundation.

The tune is in the AEolian mode. I have noted no less than eighteen variants.

I recently asked a knowledgeable friend and singer or info on Wraggle Taggle gypsies - this is what
he had to say.  the earliest version in Bronson dates before 630 and is associated with the family of the Earl
of Cassilis (the Kennedy Clan).  Child records a story that the lady in question was forced to marry the Earl of Cassilis but loved another etc. (see below), but said there was not a scrap of historical evidence to support it.  However, Bronson's old tune was called Lady Cassilis' Lilt when published in the manuscript of 1630.

 An  old tradition which fixed the incident mentioned in the ballad on the Cassilis family is historically inaccurate. According to this legend, Lady Jean Hamilton, daughter of the Earl of
Haddington, was forced to marry John, Earl of Cassilis, who is described as a grim Covenanter,
while her preference was for Sir John Faa, of Dunbar. Some years later the Countess was married,
and after she had a family to the Earl of Cassilis, her husband attended the Assembly of
Divines at Westminster. While he was from home, Faa appeared at Cassilis Castle disguised as a
gipsy, and having several of the tribe along with him. The lady, it is said, eloped with her former
lover, but had not got far away when the Earl returned and, with a body of retainers, started in
pursuit, capturing the fugitives, and hanging Sir John and his followers on a tree. The lady was
afterwards, it is said, confined for life in a house at Maybole, which had a staircase on which
was carved a set of heads, the effigies of Sir John Faa and his troop of gipsies. As I have said,
there is not a particle of evidence in favour of this story. On the contrary, there are letters in
existence written by the Countess to her husband after these events were supposed to have taken
place, which prove that husband and wife were on the most loving terms. 
 
The Oxford Book Of Ballads (Arthur Quiller-Couch 1910) includes a version called The Gypsy
Countess in which the Earl of Cassilis and "Johnny Faa" appear."

- and I would add that John Faa was 'the king of
the  gypsies'