by Henry James (1898).
This is really more of a novella, I suppose, but we'll call it a book just for fun. I read it based on a reference by Jessa on the Bookslut blog, about reading something scary for Halloween.
Scary is definitely a word you could use to describe this book. But not scary in a horror movie way. Scary in a quiet, foreboding way. Very gothic. The last line is worth the entire 120-odd pages that comes before it.