The Drowning Girl by Caitlín R. Kiernan is a beautiful circuitous story about haunting, mermaids, werewolves and art.
The narrator, a woman named Imp, is schizophrenic and she’s telling the story of the two times she met Eva Canning, a ghost or mermaid or werewolf. She doesn’t tell the story straightforwardly, and that’s part of how it all works. The chronology gets all messed up and she berates herself for procrastinating, and there are short stories that fit into the mix. It’s beautiful, but you have to give up desire to have things clearly laid out for you. If you can do that, the language and thoughts about art and suicide are all very very worth being haunted by.