I'll add a few to the list:
Friend of my Youth by Alice Munroe
Of course there are many Munroe stories to choose from but for some reason this one is the richest for me.
To Everything There is a Season by Alistair MacLeod
I've read this story at least 20 times - it haunts me! Here is a link to a great reading of it by Les Carlson for CBC.
http://www.cbc.ca/asithappens/featur...stair-macleod/
The Swimmer by John Cheever
The Ransom of Red Chief by O. Henry
This one because of how it made me laugh when I first read it at the age of 8.