Thomas Bailey Aldrich 
Marjorie Daw [PDF ebook] 

"Marjorie Daw" is a short story by Thomas Bailey Aldrich. One of Aldrich's first short stories, and his most famous, it was first published in 1869 (in book form in 1873, in Marjorie Daw and Other People), and remains in print to this day.
The story, which is written entirely as a series of letters between two friends, concerns the invention of an imaginary young woman, Marjorie Daw, by one correspondent, intended as a harmless diversion. When the other correspondent becomes madly smitten with the imaginary Miss Daw, the first correspondent is forced to confess his ruse. The story ends thus: "For oh, dear Jack, there isn't any piazza, there isn't any hammock – there isn't any Marjorie Daw!"