A Dark Brown Dog (written 1893, published 1901) by Stephen Crane
This a powerful and well written tale of sorrow. The story -- depending on the reader -- can operate on at least two levels; as a simple story about a dog, a child and crushing cruelty. It may also be interpreted as an allegorical social criticism after the American Civil War. Either way, it's a powerful, sad story.
The Monkey's Paw (1902) by W.W. Jacobs
Three wishes and a Monkey's paw. What could go wrong? A horror story in the short story form. And I quote: "The first man had his three wishes. Yes," was the reply, "I don't know what the first two were, but the third was for death. That's how I got the paw."
The Cask of Amontillado (1846) by Edgar Allan Poe
A classic revenge story in the horror genre. The story is set in an unspecified Italian city, the protagonist, Motressor believes he has suffered a thousand slights and injuries at the hand of his friend. Montressor invites -- rather tricks --his friend, Fortunato, into tasting some wine stored back at his pallazo in the wine cellar.
Eve's Diary (1906) by Mark Twain
Mark Twain's take on the battle of the sexes is funny and witty and brilliant as he writes once from Eve's perspective and then follows-up from Adam's. A sample observation from Eve, "He talks very little. Perhaps it is because he is not bright..." I recommend starting with Eve first, then move over to the companion piece, Extracts from Adam's Diary.