Some modern composed murder ballads in the discussion at Australian Folk and Roots Music Forum:
but I’m after the more traditional street ballads and the like, generated through the mysterious processes of oral tradition. No one seems to have come up with any of these yet, other than a possible on the Gatton murders, though this seems more like a poem recently set to music. We certainly come across poems on old murders, not always in ballad form, but still looking for Australian examples of the type of thing at http://www.planetslade.com/murder.html.
On the evidence to date - or its absence - I’m sticking with my original observation that we haven’t traditionally, at least, been much interested in such narrative songs.