Logically, the best short story ever should come from the best short story writer ever.
And since Anton Pavlovich Chekhov is that writer, the best(s) would be:
A Boring Story (a.k.a. A Dreary Story)
In the Ravine
The Bishop
The Lady with the Little Dog
And Tolstoy also would have a few pieces in contention (even if they are long short, stories:
The Death of Ivan Ilych
Father Sergius
Hadji Murad
And Gogol:
The Overcoat
Diary of a Madman
Nevsky Prospect
Non-Russian pieces (and thus slightly lower in rank):
The Dead - Joyce
Benito Cereno - Melville
The Fall of the House of Usher - Poe
The Metamorphosis - Kafka
To Build A Fire - London


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), and his other stories are also very good.

