Although there are many versions of this song by Scottish, Irish, and even English artists, the well-known Peggy Gordon seems to have originated in Canada - specifically in the singing traditions of Nova Scotia. There are strong connections to many other songs in the tradition - The Water is Wide, Keg of Brandy, and others. Here’s a great version from the BBC’s Blas Ceoil by Malachi Cush and Deirdre Bonner.
Peggy Gordon
O Peggy Gordon, You are my darling
Come sit you down upon my knee
And tell to me the very reason
Why I am slighted so by thee
I am so deep in love that I can’t deny it
My heart lies smothered in my breast
But it’s not for you to let the whole world know it
A troubled mind can find no rest
Song of the Isles 