The Terror

1963. Directed by Roger Korman, starring Jack Nicholson and Boris Karloff. From IMDB:
France, 18th century. Lieutenant Andre Duvalier has been accidentally separated from his regiment. He is wandering near the coast when he sees a young woman. He asks the road to Coldon, where he hopes to rejoin his regiment. But the woman doesn't answer, doesn't even greet him and walks away. Eventually she takes him to the sea, where she disappears in rough water. Andre loses conscience when he is trying to following her, and is attacked by a bird. He awakes in a house with an old woman and a numb man. She claims to never have seen the woman. After he leaves, he sees her again and when trying to follow her is saved by a man from certain death. He learns that to help the girl, he must go to castle of Baron Van Leppe. When he arrives, Andre sees the woman looking from a window. Baron Van Leppe is old and seems reluctant to let André in however. He claims there's no woman in the castle, but shows André a painting which does indeed portray her. Andre learns that she is the baroness, who died twenty years ago.