Once Upon a Winter's Night by Dennis L. McKiernan is based on the old fairy tale East of the Sun, West of the Moon. It is the first of five books in the Once Upon series.
The great part about this series is that, while quite a few of the characters are the same, each book is a different fairy tale retold in a new way. So, you don't have to read the whole series at once. Each tale is a complete story - no cliffhangers!
These stories are a bit of fantasy and a bit of romance and very, very good.