The title of this article is based on Seneca’s description of the sacrifice of Polyxena in “The Trojan Women.” The fear, desire, and transcendence that the sacrificed maiden elicits in the audience put the feminine at the center of an experience of fear and wonder that characterizes Shakespearean romance. This paper explores the paradoxical, early modern concept of “amazement” in relation to traumatic wounding and gender. Focusing on Shakespeare’s late romances, especially Cymbeline and The Winter’s Tale, I link the experience of terror to a traumatizing “evil queen” archetype. This fantasy inspires a sense of amazement as terror and results in the punishment of another archetypal character, the sacrificed maiden. When the female figure returns as the redeeming maiden at the end of Shakespeare’s romances, she allows the male spectator to approach the terror and desire that the feminine inspire in him by providing him with an escape into fantasy.