"McAfee's Confession", also known as "Harry Gray" is an American murder ballad that is known over a wide area. It is based on an historical incident. John McAfee murdered his wife, was convicted of the crime and was hanged on March 28, 1825.
Malcolm Laws lists this as an American ballad but there is British influence and Pound notes that her text concludes with a wish by McAfee that he had "ten thousand pounds" to bring her back to life. This may be a moralizing addition, but clearly from a British source. Sharp, who tended to claim good tunes collected in America as British, collected this from four sources.
The version usually found online is from Cox. It is the least interesting version that I have found. The version given here is from Sharp. He collected four versions. Three of them are in major keys and the fourth one is this one in E minor. It was collected from Mrs. Mary Gibson at Marion, N. C. on September 4th, 1918.
The song was printed in Belden's Ballads and Songs Collected by the Missouri Folk-Lore Society (1955), Burt's American Murder Ballads and Their Stories (1958), Cohen's American Folk Songs: A Regional Encyclopedia, in two volumes (2008), Cohen, Seeger, and Wood's Old Time String Band Songbook (1964), Cox's Folk Songs of the South (1925), Eddy's Ballads and Song from Ohio (1939), Gardner and Chickering's Ballads and Songs of Southern Michigan (1939), Laws' Native American Balladry: A descriptive study and bibliographical syllabus (1964), Morris' Folksongs of Florida (1950), Pound's American Ballads and Songs (1922), Randolph's Ozark Folksongs (1946-1950), Sharp's English Folk Songs from the Southern Appalachians (1932) and Stout's Folklore from Iowa (1936).
It is included in the Roud Folk Song Index as #449.