Some murder ballads, such as Pretty Polly (Inside Bluegrass, January 1997, archived here) are too old or vague to verify from the historical record. This one, though, is accurate and recent enough that we can look up contemporary references.
Henry Clay Beattie, Jr. (1884 - 1911), of Richmond, VA, married Louise Owen in 1910. In 1911, a few months after their first child was born, Henry and Louise went for a late-night drive. It ended with Louise dead, shot at close range with a shotgun. Henry reported that they were accosted by highwaymen -- he had miraculously escaped. But lots of people knew that Henry was also involved in a long-term liaison with Beulah Binford, described as a woman of "questionable reputation." He was indicted for murder.
Scandal is always news, so the trial was widely reported. For example, the August 29, 1911 New York Times devoted about 50 column-inches to only one day's testimony. A cousin testified that, a few days before the murder, Henry had secretly given him money to buy a shotgun. The judge ordered the courtroom cleared of all women when various witnesses testified about Beulah.
Henry was found guilty, and executed only 3 months after the trial, on Friday, November 24, 1911. He may or may not have confessed to his family. He's buried in Maury Cemetery in Richmond, next to his murdered wife — a nice ironic touch.
I couldn't find out who wrote this song, but it sounds like the sort of broadside that was composed shortly after the execution, or perhaps published as a poem in a newspaper. It was first recorded by Virginia singer Kelly Harrell in 1927 (Victor 20797, reissued on Worried Blues, JSP CD 7743). Cranford and Thompson (of the North Carolina string band, The Red Fox Chasers) learned the song from Harrell's recording, and recorded it for Gennett in 1931. It wasn't released, due to the depression, but is reissued on The Red Fox Chasers, BACM CD 108.
The date confusion between verses 1 and 6, where Henry is trembling in a cell after he'd died that morning, is in both versions. If you're a stickler for historical accuracy, feel free to change "Friday" to "Thursday" in the first verse.
[CLICK HERE FOR SHEET MUSIC (pdf file)]
1. Friday as the sun was setting,
After the stars shone clear,
Down in a cell sat a prisoner
Trembling with mercy and fear.
2. In came his gray-headed father,
Says, "Henry, they say you must die.
If you don't confess that you killed her,
You'll go to your doom with the lie."
3. In came his brother and sister
To bid their last farewell.
"If you don't confess that you killed her,
You'll spend eternity in hell."
4. "Yes, I confess that I killed her,
I've taken her sweet life away.
But, oh, how greedy and brutish
I was for taking it away."
5. It was late on Thursday evening,
After the sun went down,
Henry Clay Beattie was bidding
Farewell to his friends and native town.
6. Friday as the sun was rising,
Just before the sun shone clear,
Henry Clay Beattie was dying
In the electric chair.