Sergius Bolshakoff in his book "Russian Mystics" writes that there is a manuscript copy in the St. Panteleimon Monastery in Mount Athos. Writing in 1956 he adds that this copy is longer than the existing printed version with five extra episodes and a postscript.
The first printed version came out in Kazan in 1884 and was called "Sincere Tales of a Pilgrim to His Spiritual Father". The introduction of this version tells it to be a reproduction of manuscript which Paisius, abbot of St. Michael of the Cheremissi, found and copied on Mount Athos. Paisius died in 1883.
Bolshakoff writes further that he found the above when he was studying the correspondence of Fr. Jerome Solomentsev. He concludes that the pilgrim perhaps visited Mount Athos and wrote or dictated his story for Fr. Jerome.
However, the above is not the whole history. Bolshakoff found further new information on the pilgrim from two letters of Staretz Ambrose of Optino to a nun who was a prioress of a convent and who had read the manuscript of the Tales before it was printed in Kazan.
Bolshakoff: "In his letter Staretz Ambrose writes: "You write that you came across a manuscript which indicates a simple method to learn the Prayer of Jesus, vocal, mental, and of heart. This manuscript was written by a peasant from the province of Orel who was taught the Prayer of Jesus by an unknown Staretz. You write that the manuscript of this peasant ends in 1859. Shortly before that time we heard from our late staretz, Father Macarius, that he was visited by a layman who had attained to such a high degree of spiritual prayer that Fr. Macarius did not know what to tell him. This layman, in order to receive advice, described to our staretz various states of prayer. Fr Macarius could only tell him: 'Be humble' be humble'. Afterwards he told us about this experience with astonishement. I thought at the time that this concerned the Orel merchant Neumuitov who was a great man of prayer, but I think now that he might well be that peasant of whom you write." (p. 236)