This is a very popular song with a long provenance, with versions dating back to the 18th century. Many theories abound as to the history behind the ballad, but none show a clear audit trail. One interesting line to follow is an apparent prequel called “The Gypsy Countess”, sung by James Parsons of Lewdown, Devon and collected by the Rev Baring-Gould in the 19th century. In this ballad, of which only one version has ever been collected, a lord persuades a gypsy girl to marry him. She is reluctant at first but agrees in the last verse. If this were the real prequel to the well-known plot, then the story of the married wife going away with the gypsies would make perfect sense. The issue is clouded by the publication in the 19th century of a broadside entitled “The Gipsy [sic] Countess” in which a nobleman persuades a gypsy girl to marry him, and she eventually agrees. So basically the same plot as James Parsons’ version, although worded quite differently.
Whatever the truth behind the ballad, it has endeared itself to traditional singers on both sides of the Atlantic, with literally hundreds of versions being collected. Interestingly, the gypsy singer Wiggy Smith objected to the song as he did not like the epithet “Raggle Taggle” applied to gypsies.