The Daughter of the Skies is a Scottish fairy tale collected by John Francis Campbell in Popular Tales of the West Highlands, listing his informant as James MacLauchlan, a servant from Islay.
It is Aarne-Thompson type 425A. Others of this type include The Black Bull of Norroway, The Brown Bear of Norway, East of the Sun and West of the Moon, The King of Love, The Enchanted Pig, The Tale of the Hoodie, Master Semolina, The Enchanted Snake, The Sprig of Rosemary, and White-Bear-King-Valemon.
A man had daughters, and owned many cattle and sheep, but one day they vanished and he could not find them. A man offered to find them if a daughter would marry him. The father agreed, if the daughter consented. He asked each of his daughters, and the youngest agreed.
They married, and he took her home and turned into a fine man. They stayed for a time, and she wanted to visit her father. He agreed, as long as she did not stay there until her child, nearly due, was born. She agreed, but stayed too long. Music came in the night, putting everyone else to sleep, and a man came in and took her child. Twice more, she stayed at her father's too long, had a child there, and watched it kidnapped. The third time, her husband warned her first that she would have more difficulty, and, after her father threatened her, if she would not say what she did to the children. She tried to go back to her husband, but her magical horse would not appear, so she set out on foot. There, his mother told her that he had left. She set out and reached a house. There, the housewife told him that her husband was to marry the daughter of the King of the Skies, let her stay the night, gave her shears that would cut on their own, and sent her on to her middle sister. The middle sister gave her a needle that would sew on its own and sent her on to the youngest sister. The youngest sister gave her thread that would thread the needle itself, and keep up with the needle and shears and sent her on to a town.