There are stories that take your breath away, "A Horseman in the Sky" by Ambrose Bierce is just such a story. It opens with a soldier asleep at his post and you just keep reading because the words and language are so beautiful only to have the ending suck the air out of your lungs. And you'll remember and think of this story and the ways of war for hours after.
Just an added note. I found this story at a site called American Literature where you'll find thousand of other stories by American authors of the past.