In Percy Bysshe Shelley’s poem Alastor the narrator, asleep in the vale of Cashmire, dreamed of a veiled maid:

Sudden she rose,
As if her heart impatiently endured
Its bursting burthen: at the sound he turned.
And saw by the warm light of their own life
Her glowing limbs beneath the sinuous veil
Of woven wind, her outspread arms now bare,
Her dark locks floating in the breath of night.
Her beamy bending eyes, her parted lips
Outstretched and pale, and quivering eagerly.

Who among us, really, hasn’t had a dream very like that one? Apparently the veil she was wearing was pretty thin (also true to my experience of such dreams) and that seems to have been how American illustrator Frank Thayer Merrill imagined her as well:

Artwork is from this 1905 edition of Shelly’s poems at the Internet Archive.