You can read a brief history of this ballad and its other variants at this site, and hear one of the tunes it's commonly sung to.
Here you'll find sheet music for one version of "Lord Randall."
Feeling inspired to take your own trip to the "wild wood"? Take a look at this image gallery of beautiful Scotland to get a feel for Lord Randall's setting…
Here, you can see 14 other variants on "Lord Randall" collected by Francis J. Child in his famous compendium of ballads of the British Isles.
If you liked "Lord Randall," you might also enjoy some of the other traditional ballads collected by Child – a lot of them are creepy and cool, and they're all pretty excellent stories.
Here's a particularly authentic-sounding, unaccompanied sung version of the ballad.
Here's another traditional musical setting of "Lord Randall," with musical accompaniment.
Here's a bluegrassy, Appalachian version of the song.
Well, not completely. Okay, this is almost completely a non sequitur, but here's another song about betrayal, from another classic source – MTV's most amazing show ever, Daria.
Here's another simple musical version, which offers a karaoke-style scrolling lyrics, and its own interpretation of the poem…
Here's "Lord Randall," without all the musical mumbo-jumbo.
That redhead is clearly up to no good.
Pre-lamprey poisoning, of course.