Well, 'An Occurrence at Owl Creek Bridge' by Ambrose Bierce is also quite famous. It's a short western fiction that creates a tense and dramatic atmosphere. The story unfolds in a way that keeps the reader on the edge of their seat, exploring themes like life, death, and the human psyche during a time of war in the western setting.
Another one is 'The Yellow Wallpaper' by Charlotte Perkins Gilman. It's a short yet powerful story that delves into the mental state of a woman. It has elements of the western cultural context in terms of the social situation of women at that time.
Sure. 'The Gift of the Magi' by O. Henry is a great short western fiction. It tells a heartwarming story about a young couple sacrificing for each other at Christmas.