One of the best books of all time, Henry James's The Turn of the Screw.
A country governess is hired to raise two orphaned children in a lonely estate in Essex. Isolated on a country estate, the governess begins to see two figures, a man and a woman, at odd times and places. None of the other staff or the children acknowledges or even appear to see them. Describing their appearance to the housekeeper, however, the governess learns that they resemble the former governess and her lover, who died under mysterious circumstances. Could they be ghosts, returning to take the souls of the children? 
Haunting questions arise, and Henry James pens one of the most famous ghost stories. Subtle, ambiguous, and genuinely spooky, The Turn of the Screw is a must-read for those who like their frights with a touch of class.