"the scene of part of ‘Marmion,’ where the girl was built up in the wall"
Marmion (1807) is an epic poem by Walter Scott. The villainous Lord Marmion harbours desires for Clara de Clare and her lands, and he frames her fiancé to get him out of the way. It is Marmion's mistress, a nun by the name of Constance De Beverley, who ends up immured in a convent dungeon (Lindisfarne, not Whitby) for breaking her vows. Clara takes refuge in Whitby Abbey. Lord Marmion gets his comeuppance at the Battle of Flodden (1513), after which Clara and her fiancé are reunited.
The poem includes the famous lines:
O, what a tangled web we weave
When first we practise to deceive