The Yuki-Onna (lit. "snow woman") is a figure in
Japanese Mythology. Here's a story about the Yuki-Onna, adapted from
Lafcadio Hearn's book
Kwaidan : Stories and Studies of Strange Things.
Once there were two woodcutters, an old man named Mosaku, and his apprentice Minokichi, a boy of about eighteen. One day they were walking home after a hard winter's day of woodcutting and had to cross a certain river that had no bridge. Usually the ferryman would be at his little hut to help the the old man and the boy cross, but he was nowhere to be found.
During the night, Minokichi awoke from restless sleep to see a strange woman, clothed all in unearthly white, bending over Mosaku's sleeping form. Very close to the old man's face, she breathed a frosty vapor over his face. At that moment she turned to Minokichi, who was frozen with fright, but noticed that she was very beautiful.
The woman in white looked at Minokichi for a while, then drawing very close to him, said, "I had intended the same fate for you, sweet Minokichi. But you are a very pretty boy, so I cannot help feeling some pity for you. If you should tell anyone of what has happened tonight, though, I will know, and I will return to kill you without fail!"
Saying this, she turned from the terrified youth and passed through the door to the ferryman's hut. Now able to move, Minokichi jumped up to look for the woman, but she was nowhere to be found. He returned to Mosaku's side and tried to shake the old woodcutter awake, but his master was frozen and dead!
The next day the ferryman returned to find the apprentice and his dead master. But Minokichi said nothing of the woman in white to the suprised ferryman, for fear that she would return with her terrible frost-breath.
About one year later, Minokichi was walking home in the still, cold, winter night. He overtook a girl who was walking on the same road, and they began to converse. She was charming lass named Oyuki, with a voice as pleasant as that of a songbird. Minokichi was enchanted and asked if she was betrothed. Laughing, she said "no", and returned Minokichi's question. Minokichi lived only with his old mother, and said that the question of an "honorable daughter-in-law" had not yet been bright up.
The short of it is, Oyuki never got to her destination -- she instead stayed with Minokichi as his wife, and the two were happy for many years.
One night many years later, after all their children had gone to sleep, Oyuki was sewing by the light of the fire, and Minokichi was enchanted by her dimly-lit visage. He remarked on how much she looked like a woman he had seen years ago, perhaps in a dream.
"Tell me about this woman," Oyuki replied, not looking up from her quilt.
"Asleep or awake, I have never again seen a woman as beautiful as you, except for that time. I was very much afraid of the woman who was as white as the snow."
At that moment, Oyuki dropped her sewing and standing, shouted in a terrible voice. "It was I that you saw! And did I not promise that you would die if you ever told another soul? And but for our children I would give you what you deserve! If you ever treat them badly, yours will be a cold death!"
With that, her voice became high and shrill like the winter wind, and she disappeared in a flurry of snowflakes.
Those familiar with the early 80s anime "Urusei Yatsura" will recognize Oyuki as being one of many Japanese mythological characters to appear in that show.