Some of my favorite short story collections if looking for recs:

Isaac Babel: Odessa Stories and Red Cavalry

Franz Kafka: The Complete Stories

Herman Melville: The Piazza Tales (specifically Bartleby and Benito Cereno)

Anton Checkhov: I mean take your pick, the man was a genius

James Joyce: Dubliners (much more accessible than the more famous Ulysses, but no less powerful)

Ambrose Bierce: Tales of Soldiers and Civilians

Italo Calvino: Cosmicomics

Ray Bradbury: Martian Chronicles and Dandelion Wine

Jorge Borges: Fictions and Labyrinths (although I love pretty much all of his work)

Ernest Hemingway: Complete Short Stories