My favorite "short" story of all time is The Mysterious Stranger, by Mark Twain. It was actually never finished; he died before it was compiled into a single, final version. But three different manuscripts remain that you can sort of piece together to understand some of the ideas Twain was trying to convey. If you do choose to read it, avoid the bowlderized version that was edited and released by Albert Paine in 1916. He ripped the ending from one of the manuscripts and stuck it to another, while taking out some important content and adding a character to make the story less controversial (it is very critical of religion/the Catholic church). The only place I've ever found all three original manuscripts together is in this book, sadly. The 1916 version can be found online for free, but it really doesn't do justice to the original stories.