Here are the two books Kara mentioned -- so you don't have to search for them 
I have heard wonderful things about Chekhov short stories. It seems like this is one of the best collections. Here's a summary:
"Anton Chekhov is best known as a playwright, the author of such classics as
Uncle Vanya,
The Cherry Orchard, and
Three Sisters, but he was also an accomplished short-story writer.
The Essential Tales of Chekhov does not pretend to be a comprehensive collection of all his fiction, but it does lay claim to be the best. Reading these stories, one immediately notices how modern they feel. As Richard Ford writes in his introduction, "His meticulous anatomies of complicated human impulse and response, his view of what's funny and poignant, his clear-eyed observance of life as lived--all somehow matches our experience." Chekhov is a master of the telling detail, the acute psychological insight. In "After the Theatre" he captures perfectly the morbid, romantic imagination of a 16-year-old girl: "To be unloved and unhappy--how interesting that was." In "An Anonymous Story" he quickly limns the sum of one of his characters in a single image: "He was a man with the manners of a lizard. He did not walk, but, as it were, crept along with tiny steps, squirming and sniggering, and when he laughed he showed his teeth." We will see much more of this character, but we've already learned everything essential about him.
"No two Chekhov stories are alike, but they do share some common traits: though often somber, they are seldom despairing and even his most serious work is leavened by his trademark wit. Only 20 of the more than 220 tales that he wrote are included in this collection, but they provide an excellent introduction to those who have not yet had the pleasure of reading him. And for those who know and love Chekhov, The Essential Tales of Chekhov is a
loving reminder of why."
Garrison Keillor is the consummate storyteller, gifted with the rare ability--both in print and in performance--to hold an audience spellbound with his tales of ordinary people whose lives contain extraordinary moments of humor, tenderness, and grace. This exclusive recording of Garrison Keillor reading a carefully edited abridgement of the book and includes a few segments taken from live performances recorded during a fundraising tour for public radio stations in 1985.
This is a love story. It seeped into my soul with it's intensity. It's not a light book.
I have wanted to read 'The Essential Tales of Chekhov' as well. These short stories are supposed to be beautiful and writen by arguably the best short story writer who ever lived.
