I.A. Ireland (Jorge Luis Borges - Bioy Casares ?): Ending for a Ghost Story

'How eerie!' said the girl, advancing cautiously. 'And what a heavy door!'

She touched it as she spoke and it suddenly swung to with a click

'Good Lord!' said the man, 'I don't believe there's a handle inside.
Why, you've locked us both in!'

'Not both of us. Only one of us,' said the girl, and before his eyes, she passed straight through the door, and vanished.