This tune is taken from Twenty Four Country Dances for the Year 1808, published in London by Goulding & Co.
Joseph Grimaldi (1778–1837) was the most famous English clown, who made the character of a clown a leading role in the theatre. He introduced pantomime to the theatre, and established the art of audience participation. At the time of Goulding's publication, Grimaldi was at the top of his career, and just past his greatest success in Harlequin and Mother Goose; or, The Golden Egg (1806).
This classic lament, to be played slowly and sadly, was penned by Scottish composer and fiddler James Scott Skinner in 1903. It was written as a tribute to Major-General Hector MacDonald, a distinguished Scottish general around the turn of the century.
The tune has been covered by many artists since its release, and is still reasonably well known today.