Storyfinding help?

There is a (fantasy) short story that I read years ago and recently I've been thinking I'd like to read it again. The only problem is that I cannot remember who it was by. It was in an anthology of some sort when I read it; I've skimmed through some of the fantasy anthologies I own but haven't found it (which doesn't necessarily mean it isn't there). A title and author would help.

Here is what I remember: a brother and sister arrive (by ship) at an island, and there is a creepy but strangely attractive flying boy. There is possibly a cave as well.

That's all I remember. Does anyone recognise this? I get the feeling it's by someone at least reasonably famous.