I too love short story collections, especially by authors or groups of authors that I'm already familiar with.
My favorite short story of all time is by Sharyn McCrumb. The title is "The Monster of Glamis", and it's about Diana, Princess of Wales, and Sarah Ferguson. Here's a link with some background on it..the story is in the book Foggy Mountain Breakdown.
http://blogs.myspace.com/index.cfm?f...ogId=516513340