Oscar Wilde 
The Sphinx Without a Secret 

Lord Murchison recounts to his old friend a strange tale of a woman he had loved and intended to marry, but was now dead. She had always been very secretive and mysterious, and he one day followed her to see where she went, discovering her stealthfully going to a boarding house. He suspected there was another man, and confronted her the next day. She confessed to having been there, but said nothing happened. He did not believe her and left; she died some time later.