Through the Safety Net, A Relative Stranger, & Believers - Charles Baxter ... superb post-modern literature

Anything by Ray Bradbury ... what can you say?

The Green Man: Tales from the Mythic Forest, The Faery Reel: Tales from the Twilight Realm, & The Coyote Road: Trickster Tales - edited by Ellen Datlow & Terri Windling ... if you like fantasy, these are all excellent

Dreams Underfoot, The Ivory and the Horn, Moonlight and Vines, Tapping the Dream Tree - Charles de Lint ... a pioneer of urban fantasy (or mythic fiction, as he refers to it)

Smoke and Mirrors & Fragile Things - Neil Gaiman ... fantastic post-modern literature

Borderland, Bordertown, Life on the Border, The Essential Bordertown - created by Terri Windling ... the other pioneer of urban fantasy (good luck finding any of these. if you're interested, try Powells)

Flying Leap, Judy Budnitz--all pretty twisted and disturbing in that postmodern way, but very good nonetheless.

The Interpreter of Maladies, Jhumpa Lahiri--I've said enough about this on the "What are you in the process of reading?" thread.

Dubliners, James Joyce--memorable characters and strong, simple writing that nonetheless expresses complex emotions.

Gates of Eden, Ethan Coen--pretty much exactly the blend of darkness and humor one might expect from a short story collection by one of the Coen brothers.

my fave short story authors are:

george macdonald
flannery o'connor
salinger
poe