Windsor Castle, Book 1 by William Harrison Ainsworth (1805 - 1882)

Book 1 - Anne Boleyn. The focus of the novels is on the events surrounding Henry VIII's replacing Catherine of Aragon with Anne Boleyn as his wife. During Henry's pursuit of Boleyn, the novel describes other couples, including the Earl of Surrey and Lady Elizabeth Fitzgerald, a match Henry does not support. However, some of the individuals oppose Henry and his desires for Boleyn, including Thomas Wyat who wants her for himself and Cardinal Wolsey, who uses a maiden of mysterious birth, Mabel Lyndwood, to lure Henry away from Boleyn. [...] Intertwined with the Court is the story of Herne the Hunter, a spirit of Windsor Forest. He is an evil force that seeks to take the souls of various individuals, and Henry tries to stop him, but is never able to do so. (Summary adapted from Wikipedia)

Other books in the series:
Book 2
Book 3
Book 4
Book 5
Book 6