His earliest pence had been devoted to that collection of printed ballads which is still at Abbotsford.

These he mentions in the unfinished fragment of his "Reliquiae Trotcosienses," in much the same words as in his manuscript note on one of the seven volumes.
"This little collection of Stall tracts and ballads was formed by me, when a boy, from the baskets of the travelling pedlars.

Until put into its present decent binding it had such charms for the servants that it was repeatedly, and with difficulty, recovered from their clutches.

It contains most of the pieces that were popular about thirty years since, and, I dare say, many that could not now be procured for any price (1810)." Nor did he collect only-- "The rare melody of some old ditties That first were sung to please King Pepin's cradle.
"Walter had soon begun to gather out-of-the-way things of all sorts.

He had more books than shelves [sic]; a small painted cabinet with Scotch and Roman coins in it, and so forth.