The woman in black / by Susan Hill.

Enhanced descriptions from Syndetics:

The classic ghost story from the author of The Mist in the Mirror : a chilling tale about a menacing spectre haunting a small English town. Now a major motion picture starring Daniel Radcliffe. 
 
Arthur Kipps is an up-and-coming London solicitor who is sent to Crythin Gifford--a faraway town in the windswept salt marshes beyond Nine Lives Causeway--to attend the funeral and settle the affairs of a client, Mrs. Alice Drablow of Eel Marsh House. Mrs. Drablow's house stands at the end of the causeway, wreathed in fog and mystery, but Kipps is unaware of the tragic secrets that lie hidden behind its sheltered windows. The routine business trip he anticipated quickly takes a horrifying turn when he finds himself haunted by a series of mysterious sounds and images--a rocking chair in a deserted nursery, the eerie sound of a pony and trap, a child's scream in the fog, and, most terrifying of all, a ghostly woman dressed all in black. Psychologically terrifying and deliciously eerie, The Woman in Black is a remarkable thriller of the first rate.