The Mystery of the Yellow Room, written by Gaston Leroux (author of The Phantom of the Opera) in 1908, may have been partly inspired by The Yellow Wallpaper or The King In Yellow. It concerns a woman found near death inside a locked room and is one of the first "locked door" mysteries. Unmasking the true identities and hidden relationships of the characters is the key to the mystery.
Compare Blue Room and The Green Room.