It is believed that these tales were imported from Norway.
In an exact parallel to the tales of the Norse jotuns, and their bridge building exploits, Cubbie Roo was renowned for his numerous attempts at building stone bridges to link the islands - a strange obsession for a creature supposedly large enough to stride across the stretches of water separating each island.
In all these cases, however, Cubbie's bridge building efforts wer in vain. The basket he strapped to his back to carry the stones nearly always breaks and the stones fall, later becoming some well-known landmark, mound or skerry.
For example, Cubbie Roo was responsible for attempting a bridge between Rousay and Wyre. The stones for this structure fell and formed the mound now known as Cubbie Roo's Burden.
While creating a bridge to Eynhallow, Cubbie inadvertently created the "Skerry o the Soond", while a failed construction attempt between Eday and Westray formed the Red Holm. Dane's Pier in Stronsay was said to be the result of a failed attempt to build a bridge between Stronsay and Auskerry.
http://www.orkneyjar.com/folklore/giants/
One of the usual names for British road builders is Wade. Strange coincidence that General Wade was responsible for building roads, bridges and forts in the highlands.
Whitby has a legend of Wade as well. He was pretty impetuous as well creating hollows and lumps all over the place.
Folklore tells us, (contrary to historians who would accredit the Romans) that Wade's Causeway (sometimes referred to as Old Wife's Way), an old road running from Malton to Eskdale was built by the giant Wade for his giantess wife 'Bell' so that she could use it to take her cow onto the moors for milking.
Tales are also told of how in creating this road Wade needed extra earth and soil and so scooped up the ground with his hand thus leaving the mile long bowl-like valley known as the Hole of Horcum.
When Wade had completed this highway he found that he had some excess earth and so he flung it away onto the moors creating either Blakey Topping, Roseberry Topping or Freeborough Hill depending upon the version of the story you are being told.
http://www.whitbyonline.co.uk/whitbyhis ... ntwade.php
Given that these islands are covered with giant standing stones it would be appropriate to give some sort of credence to these stories however garbled they be. Whoever built them had the ability to organise and bring to specific locations massive stones. For some reason that building activity stopped and presumably the technology was lost.