Good one.
I'll add some of my favorites, off the top of my head:
"The fall of the house of Usher" - Poe. This one i guess is my favorite
"The Metamorphoses" - Kafka (I guess i'll consider it a long short story instead of a short novel. Really short stories by K that I really liked were "The Hunger Artist" and one that i dont know its name in English: "La Condena"?)
"Entropy" - Thomas Pynchon
"Calleidoscope" - Ray Bradbury
"The Visitor" - Dylan Thomas
Another great writer of short stories was sci-fi and mystery writer Fredric Brown. Is there anybody here into him?
Lovecraft is great too.
I forgot about Dostoyevsky's "White Nights", i was considering it as a short novel instead of a short story, i dont know why. I guess this one along with Poe's "The Fall..." are my favourites.

