The plays - The Web, Before Breakfast and The Dreamy Kid - were written between 1913 and 1918 and are being presented together for the first time.
Wilson will act in The Web and Before Breakfast, directed by Sam Yates, and will make her directorial debut with The Dreamy Kid.
Produced by Found Productions, which specialises in "event theatre in found spaces", The El. Train runs from 6 to 30 December 2013 (press nights 12/13 December).
"Written when O'Neill was in his 20s, these sometimes violent, passionate works show the undeniable genius of one of America's greatest dramatists," said Yates, whose credits include Mixed Marriage at the Finborough.
Ruth Wilson continues her association with O'Neill, haivng won the 2012 Olivier Award for Best Actress for playing the title role in his play Anna Christie (alongside Jude Law) at the Donmar Warehouse.
Previously she won the 2010 Olivier for Best Supporting Actress for her role as Stella in A Streetcar Named Desire (with Rachel Weisz), also at the Donmar.
Her other stage credits include Philistines at the National Theatre and Through A Glass Darkly at the Almeida, while on screen she's appeared in Anna Karenina, The Lone Ranger and forthcoming Disney film Saving Mr Banks.
Hoxton Hall, a Grade II building, was built in 1863 as a music hall and has recently been extensively refurbished. Performances of The El. Train will be followed by "hard liquor and live music" at a reconstruction of O'Neill's New York watering hole, the Hell Hole Saloon.
The season is designed by Richard Kent, with lighting by Neil Austin and original composition and sound design by Alex Baranowski. Further casting will be announced shortly.