Part of the idea behind Romanticism was to explore the inner nature of man. Here, the whole story focuses on the inner nature of Tom Walker. We see his struggle with his own greed and ambition, and we see the negative consequences when he loses that struggle. We also see his reaction to fear, how he turns to a religion he doesn't even believe in so that he might save himself before death.
As Tom waxed old, however, he grew thoughtful. Having secured the good things of this world, he began to feel anxious.... He thought with regret on the bargain he had made with his black friend, and set his wits to work to cheat him out of the conditions.
Another element of Romanticism was a celebration of nature and a focus on how nature co-existed with humanity. This is shown throughout the story in the description of the woods where Tom met the Devil. The description detailed so as to "bring it to life", and it starts in the first paragraph:
On one side of this inlet is a beautiful dark grove; on the opposite side the land rises abruptly from the water's edge, into a high ridge on which grow a few scattered oaks of great age and immense size.
The land rising shows personification, giving human qualities to nature.
Finally, Romanticism used fantastical - or supernatural - details to emphasize the spirituality of the human. This is shown in the appearance/disappearance of the Devil, and that later disappearance of Tom.
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