For short stories: Distant Star by Roberto Bolaño, he makes all his stories feel like an adventure, they stretch decades and lifetimes.
Cathedral by Raymond Carver, really highlights the sadness and absurdity of regular life with characteristically dry and comic style.
Short Novels:
I've recommended Kokoro by Sōseki on here before, but it's really great.
Clock Without Hands by Carson McCullers is a great novel. Some really good Southern gothic.
