NB: not all of these tunes are strictly waltzes.
Margaret’s Waltz was written by Pat Shuldham-Shaw (1917-77, from Stratford-upon-Avon and widely known as Pat Shaw), the great enthusiast for English Country Dance, and highly influential composer of new tunes and dances in that style.
He wrote Margaret’s Waltz to commemorate the retirement of Margaret Grant from the Devon district of the English Folk Dance and Song Society (EFDSS), and it was performed at the opening of EFDSS’s Sidmouth Folk Festival in 1959.
Pat also devised a dance to go with the tune, along with a companion tune called “Farewell to Devon.”
Margaret’s Waltz was later popularised by the Shetland fiddler Aly Bain, so many people have simply assumed that it was either written by him, comes from Shetland or is more generally Scottish.
There is a story here (confirmed by Aly Bain), that Aly learnt Margaret’s Waltz whilst touring in the USA, and when he met up with his friend Pat Shaw, he played it to him, saying that he thought it would be a tune that Pat would like. Pat Shaw replied that he thought he should since he wrote it!
Man in the moon, The
Peeping pup waltz
Percy Brown’s waltz for the Veleta
South wind, The
Not actually a waltz (though it is in 3/4), but a tune for the dance of the same name that came out of Poland in the mid nineteenth century.
There are many, many versions of this tune.