Another is 'A Rose for Emily' by William Faulkner. Although written by a man, it focuses on the character of Emily, a woman. The story has a gothic and mysterious atmosphere, and through Emily's life, it shows the decay of the old South and the complex nature of the woman.
Sure. 'The Story of an Hour' by Kate Chopin is a great one. It's about a woman who hears of her husband's death and experiences a complex range of emotions within an hour.
There's also 'Good Country People' by Flannery O'Connor. The main character, Hulga, is a complex woman. The story explores themes like pride, faith, and the clash of different worldviews through her interactions with a traveling Bible salesman.