A love of the paranormal or supernatural is also a key element in Romanticism.
In "The Devil and Tom Walker" there are several events which qualify as unexplainable beyond a shadow of a doubt or strange and eery. One of these is the legend of the hidden pirate treasure and the other is the old Indian fort nearby where Tom and his wife live. Both of these factors hold the people's interest and intrigue their imaginations based on the lure of treasure and the strange and unfamiliar Indian ceremonies and burial grounds.
Another is the disappearance of his wife who was never seen or heard from again. The only thing found to explain her whereabouts was her apron hanging from a tree containing a heart and liver.
Of course, the Devil is also a source of intrigue. In this story both Tom and his wife act out of greed to "strike a bargain" with the Devil and toy with the supernatural in doing so. Tom evidently has a change of heart and attempts to go back on his deal. When the Devil calls to collect his soul, Tom is mysteriously swept away toward the Indian burial grounds on a striking black horse and is never heard from again.