[Les Dames Blanches ]. A species of fée in Normandy. They lurk in ravines, fords, bridges, and other narrow passes, and ask the passenger to dance. If they receive a courteous answer, well; but if a refusal, they seize the churl and fling him into a ditch, where thorns and briars may serve to teach him gentleness of manners.
The most famous of these ladies is La Dame d'Aprigny, who used to occupy the site of the present Rue St. Quentin, at Bayeux, and La Dame Abonde. “Vocant dominam Abundiam pro eo qnod domibus, quas frequentant, abundantiam bonorum temporalium praestare putantur non aliter tibi sentiendum est neque aliter quam quemadmodum de illis audivisti.” (William of Auvergne 1248.) (See Berchta.)
One kind of these the Italians Fata name; The French call Fée; we Sybils, and the same Others White Dames, and those that them have seen. Night Ladies some, of which Habundia's queen.
Ilierarchic viii. p. 501.
The most celebrated in Britain is the White Lady of Avencl', the creation of Sir Walter Scott.
Twice, we are told, she has been heard to speak, once in December, 1628, when she said, “I wait for judgment!” and once at the castle of Neuhaus, in Bohemia when she said to the princes, “ `Tis ten o'clock.”
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894
More on White Ladies from Fact Monster: