The Turn of the Screw, originally published in 1898, is a ghost story written by Henry James.
I found this story to be equal parts frustrating and interesting. Half way through I was muttering imprecations towards the governess over why she didn't outright ask the children what they saw or ask the school why the boy was expelled. Three quarters in I decided that the author was deliberately obscuring a clear understanding of what was going on, and by the end I wanted to throw my iPod out the window because I felt cheated, utterly denied any proper understanding of what the heck just happened!
Reading Wikipedia confirmed what I was thinking. Henry James deliberately created an ambiguous tale. I enjoyed the occasional suspense and the florid turn of phrase. I also recognised the concept of an unreliable narrator as being a colorful way to keep the reader guessing.