Gypsy Folk Tales, by Francis Hindes Groome, [1899], at sacred-texts.com
A young girl goes to service at an old castle with the Black Lady, who warns her not to look through the window. The Black Lady goes out. The girl gets bored, looks through the window, and sees the Black Lady playing cards with the devil. She falls down frightened. The Black Lady comes in and asks her what she has seen. 'Nothing saw I; nought can I say. Leave me alone; I am weary of my life.' The Black Lady beats her, and asks her again, What saw you through the window?' 'Nothing saw I,' etc. The girl runs off and meets a keeper, who takes her home, and after some years marries her. She has a child, and is bedded. Enter the Black Lady. 'What saw you through the window?' 'Nothing saw I,' etc. The Black Lady takes the child, dashes its brains out, and exit. Enter the husband. The wife offers no explanation, and the husband wants to burn her, but his mother intercedes and saves her this time. But the same thing happens again, and the husband makes a fire. As she is being brought to the stake, the Black Lady comes. 'What saw you through the window?' 'Nothing saw I,' etc. 'Take her and burn her,' says the Black Lady. They fasten her up, and bring a light. The same question, the same answer. The Black Lady sees that she is secret, so gives her back her .two children, and leaves her in peace.
A story of the 'Forbidden Room' type (cf. Clouston, i. 198-205). An incomplete Italian variant is cited there; much closer parallels are
[paragraph continues] Grimm's No. 3, 'Our Lady's Child' (i. 7 and 341), and Dasent's 'The Lassie and her Godmother' (p. 198). For playing cards with the devil, see p. 120; and cf. also this passage from the Roumanian-Gypsy story of 'The Vampire' (No. 5, p. 18):--'"Tell me what did you see me doing?" "I saw nothing." And he killed her boy.'