The House Without Windows, Barbara Newhall Follett
The House Without Windows is not itself a mystery, but the disappearance of its author, some 15 years after it was written, is -- and thus it is perhaps an appropriate read for this spooky season. (Follett's book, the tale of a young girl who leaves her family to live in a meadow, by the sea, in the mountains, was published when she was 12. She vanished at 26; Lapham's Quarterly has a good account of the strange story.)
"I do not happen to be acquainted with a single prose document ... which achieves the full expression ... of what is in a normal healthy child's mind and heart during the mysterious phase when butterflies, flowers, winging swallows, and white-capped waves are twice as real as even a quite bearable parent, and incomparably more important -- the phase before there is any unshakable Tyranny of Things," wrote her father (the editor and writer Wilson Follett) in the book's afterword.
More information about the young author can be found here; the book is fanciful and a quick read, though one can't help but mourn somewhat that lost innocence, and the way the book's theme of escape is echoed later in Follett's own life.