Little Frogs in a Ditch
Tim Gautreaux
from Same Place, Same Things

Redemption
John Gardner
found in Matters of Life and Death (Wolff)

Sonny's Blues
James Baldwin
from Going to Meet the Man

The Stories of Our Lives
John Barth
from On With the Story 

Auslander
Michelle Herman
found in 20 under 30 (Spark)

Other Lives
Francine Prose
from Women and Children First

The Island of the Mapmaker's Wife
Marilyn Sides

Love is Not a Pie
Amy Bloom
from Come to Me

Goodby My Brother
John Cheever
found in the collected stories

Gooseberries
Anton Chekhov

The Death of Ivan Ilych
Leo Tolstoy

The Drowning
Edward Delaney
found in BASS 1995

Victrola
Wright Morris
found in The Company of Dogs

The Palace Thief
Ethan Canin
from The Palace Thief

The Incredible Appearing Man
Deborah Galyan
found in Best American Short Stories 1996

The Shawl
Cynthia Ozick
from The Shawl

Sarah Cole: A Type of Love Story
Russell Banks

Say Yes
Tobias Wolff

Saul and Patsy are Pregnant
from Through the Safety Net
and just about anything else by Charles Baxter

anything by
Lorrie Moore

Mendocino (the collection)
Ann Packer

Monogamy (the collection)
Marly Swick

My favorite annual short story anthology is New Stories from the South (edited by Shannon Ravenel)