From _The Border Minstrelsy_ Scott says that these are the original words
of the tune of “Allan Water,” and that he has added two verses from a
variant with a fortunate conclusion. “Allan Water” is a common river
name; the stream so called joins Teviot above Branxholme. Annan is the
large stream that flows into the Solway Frith. The Gate-slack, in
Annandale, fixes the locality.