i have a fantastic version of oh shenandoah and danny boy for vocal/piano - but none for simply piano (melody fully incorporated).
I think Grainger did quite a lot of transcribing of folk songs - I know there's about 3 versions of Danny boy for orchestra I think, Choir and solo piano.
There's some songs Beethoven arranged for piano trio - violin, soprano and piano (possibly cello as well - don't remember) - they might be Scottish folk songs though.