I was listening to a great "best of" shorts program based on winner's of the Rea Award for the short story yesterday. Cynthia Ozick was the first winner, so they broadcast Lois Smith reading "The Shawl", which I had heard of but never read. I've never even read Cynthia Ozick.
Part of it was Smith's performance, but it's such a painful, taut, story it's like piano wire. It's almost unbearable. Masterful.
I don't know her other work, but it really makes me want to read it. You can read it here, and it's the text I heard, but I don't know if it's abridged or not. It's only three pages. I'm assuming it's the full story, since I can't imagine what you'd add or take away. Really painful, but amazing.
There's also a great funny story by Grace Paley and a tantalizing beginning of a story by Richard Ford about his father.