The Black Widow

The Veiled Griever is the anonymous character that will first appear in the premiere episode of Season 4: 'A' is for A-l-i-v-e. She visited the funeral of the possible person that was found in Wilden's Police car (specifically the trunk) in the church.

Identity
Jenna

It's IMPOSSIBLE that she's Jenna because she wasn't wearing the veil and because she was wearing sunglasses and being guided by a friend (played by Wyatt Nash; see photo below), Jenna's vision SEEMS to be worse than before or she's just acting or even she's just wearing glasses because the light from the sun irritates or even damages her eyesight but either way she may be "playing" or even spying on the Liars (because glasses conceals were your looking). She looks like Jenna Marshall as well or its probably a mask. She and the Demented Doll are probably the same person.

Melissa

It's probably Melissa because she's possibly in an Alliance with Jenna and Shana.

Shana

In the picture above you can see the skin tone that its lighter than Shana so it can't be her but if Shana would wear a mask (probably given by Red Coat or made by Hector Lime) it could be her.