The Lady with the Little Dog, by Anton Chekhov

This is the first Chekhov story I've ever read. He has a spare style--not too much description, dialogue or psychological analysis. The details he does give about the characters and their interactions are suggestive enough so that you can get a really vivid sense of the personalities and what they're thinking out of what he does tell you. This story had an unresolved ending, so it came across as a "slice of life" type sketch rather than a complete story where you know exactly what happened to everyone.