"One Cold Winter's Morning" is an interesting mystery. Sharp collected two versions in 1917 in Kentucky. Version A is from Mr. J. L. Baker in Madison County and version B is from Mrs. Margaret Dunagan at St. Helen's in Lee County. The lyrics are similar to a number of English broadside ballads and songs but I have been unable to find any antecedents for this song. Both versions share motifs and verses with a number of other English lyric songs. The A version is masculine (man leaving woman). The B version, from the female singer, begins with the woman leaving the man but the final verses are nearly identical to version A. It was printed in Sharp's English Folk-Songs from the Southern Appalachians (1932).