Nang is Thai for Lady or Madame. It is an honorific or title of respect commonly used to address female spirits, as in Mae meaning mother. These titles are sometimes used fairly interchangeably. So the famous ghost Mae Nak is also known as Nang Nak.
Judika Illes, Encyclopaedia of Spirits the ultimate guide to the magic of fairies, genies, demons, ghosts, gods and goddesses, 2009, Nang Nak, p 742