"A White Heron" follows the lives of two women who live their lives in touch with the wild New England wilderness. Much of the story is spent giving vivid descriptions of the surrounding nature, from the wild animals that traipse about to the stunning oak tree that Sylvia climbs at the end of the story. And when the urban world comes knocking in the form of a hunter with a gun? Well, he's clearly the bad guy in this one. For all of these reasons, this story falls squarely in the pastoral genre, Shmoopers.
As far as romanticism goes, the story's romantic undertones creep in because Jewett doesn't merely describe nature—she infuses it with powerful emotions. It's textbook romanticism, even if the story was published a little later than others in the genre.