To start with, let's define the supernatural. Oxford Advanced Learner's Dictionary defines the supernatural as "events, forces or powers that cannot be explained by the laws of science and that seem to involve gods or magic." The definition as specifically applied to Gothic literature allows for mysterious and magical phenomenon and strange events, terrible acts of nature, unusual beings (like mythical fauns ...) and other extraordinary phenomenon (Douglass H. Thomson, Georgia Southern University). How do these definitions apply to The Marble Faun?
The most specific application is the legend that holds sway in Donatello's home country that he and his family ancestry descend from a race of fauns that lived there in ancient times:
It is said that a Faun, my oldest forefather, brought home ... a human maiden, whom he loved and wedded. ... the long-lived lady of the fountain. ... she [is] still as young as a May morning, and as frolicsome as a bird upon a tree .... (Chapter 27)
Fauns are magical and mythical creatures and fit the above definitions of the supernatural in Gothic literature.
A second illustration of the supernatural in The Marble Faun relates to Hawthorne's overriding theme, that of the humanity's fall from innocent immortality into knowing mortality and sin. This second supernatural point is the guilt that both Donatello and Miriam feel. It is guilt that has the power of metamorphosis--it is guilt that utterly changes the ones suffering from it. Donatello sheds his innocence and naivete and Miriam sheds her antagonistic superiority. In the end, because of the guilt, Donatello displays more human qualities of wisdom and suffering, with a knowledge of good and evil whereas Miriam fell into an "abyss" of painful spiritual deterioration: While Donatello attained humanity, Miriam fell from humanity into torment:
But when the kneeling figure ... arose, she looked towards the pair and extended her hands with a gesture of benediction. Then they knew that it was Miriam. ... those extended hands, even while they blessed, seemed to repel, as if Miriam stood on the other side of a fathomless abyss .... (Chapter 50)
This is guilt that has supernatural powers, bespeaking a phenomenon dependent upon magical influences interfering with the natural order of the world.