what was the story of the young woman who had commited suicide

From the text:

It appeared that the song was not a comic song at all. It was about a young girl who lived in the Hartz Mountains, and who had given up her life to save her lover’s soul; and he died, and met her spirit in the air; and then, in the last verse, he jilted her spirit, and went on with another spirit—I’m not quite sure of the details, but it was something very sad, I know.