Stephen King’s short story collection in **Night Shift ** is arguably his finest writing.
“Quitters Inc.” “The Ledge” and especially “Last Rung of the Ladder” are outstanding.
Throw in “Sometimes They Come Back” and “I Know What You Need” and this makes for a must-have for your short story anthologies.
The Yellow Wallpaper by Charlotte Perkins Gilman should probably be on the list. Some stuff by Dashiel Hamett Continental Op series would probably be a good addition. I can’t think of the story names off the top of my head, unfortunately.
For me, there’s always Spinning in Infinity, Part One, and Spinning in Infinity, Part Two. Probably doesn’t quite meet the requirements of the OP, cause it’s not printed on dead tree, but it sure is a terrific story.
Most of what I know is science fiction, but the best science fiction short story ever, in my opinion, is Larry Niven’s “Inconstant Moon”.
Well, if you’re sticking to literary, highbrow type stuff, Gigi’s already mentioned both “A Rose for Emily” and “A Good Man Is Hard to Find.” I’d have to toss a coin to decide between those two. Jack London’s “Love of Life” and possibly “The Apostate” also need serious consideration.
If you’re going to include popular material, I’d strongly advise Larry Niven’s “All the Myriad Ways.” Although it’s technically science fiction, this is possibly the creepiest horror story I’ve ever read.
Yup yup!! She ties with Jane Austen for my collections to take to a desert island. It would take my years to see all the symbols, even the ones she didn’t mean as symbols. There was some quote she had about making a brown hat brown: it had to be some color and she chose brown, case closed. Nothing to read into it.
I’m going to vote for The Short Happy Life of Francis Macomber.
Any ‘best ever short story’ list has to include Damon Runyon. I nominate ‘The Idyll Of Miss Sarah Brown’.
And maybe Jeffrey Deaver’s short story collection, ‘Twisted’, is so recent that one might argue his work hasn’t yet proved it can stand the test of time. But it’s a brilliant collection of stories, demonstrating a wide range of story telling talents.
Daniel Keyes. (I know that even without getting up and walking across to the bookshelves. I am such a nerd.)
Not “Rotating Cylinders and the Possibility of Global Causality Violation”? C’mon, it has the greatest title ever, taken from Frank J. Tipler’s famous paper about the frame dragging effects of said rotating (“infinitely long”) Tipler cylinders under GR and the mechanism for preservation of causality (which itself is a paradox). Not the best writing in any technical sense but a great premise, non?
While there’s some great SF out there (and IMHO, most SF works best in short story format), I’m actually going to throw my vote in for Vonnegut’s short, “Who Am I This Time?”, found in his collection Welcome To The Monkey House.
Stranger
Go Sam Stone! I’m kinda surprised no one else has noted it after my original mention - it really is amazing. Hemingway wrote many great ones, but that one is amazing.
I saw the original manuscript right before it sold at auction for some ungodly amount…
Mrs. Parker was no slouch as a short-story writer: Big Blonde, A Telephone Call, Lady with a Lamp, Horsie, The Standard of Living . . .
“The Tell-Tale Heart” by Edgar Allan Poe
““Repent, Harlequin!” Said the Ticktockman” by Harlan Ellison
“Victory Unintentional” by Isaac Asimov
Wasn’t “The Necklace” the one where,
at the end, he takes off the ribbon necklace, and her head falls off??
I’ll third that one.
“The Lottery” and the aforementioned Stephen King shorts are also amazing. King is especially impressive considering his stock in trade is 1500 page mega epics; the skill set required to write The Stand or It is so different from that required to write “The Last Rung of The Ladder” (and different again from the skills required to write short novels such as The Running Man or Rita Hayworth and Shawshank Redepmtion) that it astonishes me that King does all three so well.
Oh, and nobody asked me, but my favorite short story of all time, period (American or not) is W. Somerset Maugham’s “Rain.” 
Off the top:
“The Lottery”
“Rocket Man”
“And There Will Come Soft Rains”
“All of Summer in a Day”
“Bartleby the Scrivner”
“‘Repent, Harlequin!’ Said the Ticktockman”
(I’m a huge Bradbury fan, if you can’t tell).
Nope, it’s the one where the lady borrows an expensive necklace, loses it, works all her life at crappy jobs to repay her friend, and then finds out the necklace was a cheap fake. Bummer.
As far as Bradbury goes, *All Summer In A Day * is my favorite. But jayzuz, what a depressing read.
The one you mentioned was in a collection of Italian folk tales I had.
It’s not the greatest of all time, but you did ask for personal favorites: while I do like the other Harlan Ellison stories already mentioned, I’d like to slip in a nomination for one that’s a favorite of mine: Grail. It’s about the search for true love, and what happens when you find it, with some demons thrown in.
And for Ray Bradbury, I nominate The Jar.
Are any of Harlan Ellison’s crime/gang stories still in print? I remember one about a gang of teenaged bank robbers who were always super-polite and, if they saw someone with a really nice silk tie, took it as well. It was in one of those Pyramid antholigies from the 70s, either Gentleman Junkie or No Doors, No Windows.
More recently, “The Cats” by John Updike and “Can I Get a Kosher Meal?” by Saul Bellow.