After losing a valuable piece of lace, Salisbury ran away and took to life on the streets of the slum district of St Giles.

Following her abandonment, Salisbury was taken in by the bawd, Mother Wisebourne, whose house in Covent Garden was among the most exclusive and expensive brothels of the time.

Lady Mary Wortley Montagu wrote to Lady Frances Pierrepont, the exiled Countess of Mar (wife of John Erskine, Earl of Mar) in Paris of the gossip a few days after the event:[4] The freshest news in town is the fatal accident happened three nights ago to a very pretty young fellow, brother to Lord Finch, who was drinking with a dearly beloved drab, whom you may have heard of by the name of Sally Salisbury.

He fell down dead immediately, but a surgeon being called for, and the knife drawn out of his body, he opened his eyes, and his first words were to beg her to be friends with him, and kissed her.

She has since stayed by his bedside till last night, when he begged her to fly, for he thought he could not live; she has taken his advice and perhaps will honour you with her residence in Paris.Salisbury was charged with violent assault and tried at the Old Bailey on 24 April 1723.

[5] The prosecution mocked her reputation and claimed that Finch's forgiveness showed only his amiable character and offered nothing in the way of mitigation.

After serving nine months of her sentence, she died of "brain fever brought on by debauch", almost certainly syphilis,[2] and was buried in the churchyard of St Andrew Holborn.

She was the subject of a number of biographies, among them the anonymous The Genuine History of Mrs. Sarah Pridden, usually called Sally Salisbury, and Her Gallants, and Captain Charles Walker's Authentic Memoirs of the Life, Intrigues and Adventures of the Celebrated Sally Salisbury, both from 1723, as well as receiving mention in César de Saussure's A Foreign View of England.

She was thought to be the satirical subject of the song Sally in Our Alley until the author, Henry Carey, claimed he had not heard of her when he wrote it.