An author I met at Astronomicon, Daniel Rabuzzi (The Choir Boats), has been blogging a multipart Year-in-Review of his favorite speculative and fabulistic art. His review of short fiction was of particular interest. I'm in the process of reading most of the anthologies he listed, and can personally second his opinions of two particular pieces: the short story "Rats" by Veronica Schanoes (from the Interfictions anthology) and Benjamin Rosenbaum's collection The Ant King: and Other Stories.
My list of favorite short stories of 2009 won't be half as comprehensive. While I've certainly done my share of short-story reading, it's basically been in service of my writing education. My primary focus was dissection to figure out what made them tick. Still, certain stories and collections stuck out in my mind in 2009--though this is not a comment on the quality of everything else I read, unless where explicitly stated.
We Never Talk About My Brother by Peter S. Beagle. Rarely do I enjoy each and every single story in a given collection. It's only happened three other times, with M. Rickert's Map of Dreams, Howard Waldrop's Howard, Who?, and Ray Vukcevich's Meet Me in the Moon Room. I saw a lot of similarities in theme between Beagle's collection and Steven Millhauser's Dangerous Laughter: Thirteen Stories (Daniel cites Millhauser's story "Dangerous Laughter" as a favorite. I liked it a little less.) but Beagle's stories resonate a little better with me.
The Bus Driver Who Wanted to Be God by Etgar Keret. The novella "Kneller's Happy Campers" alone (on which the film Wristcutters: A Love Story is based) is worth the price of the book. There isn't much I could add to RJ Burgess's review on Strange Horizons other than, "Just read it."
Black Glass by Karen Joy Fowler. I have yet to read any of Fowler's novels, but I've opened their covers at bookstores and it boggles my mind that I've seen no reference to her short fiction. Okay, that's a lie--I'm not all that surprised there might be those who'd rather not know the Fowler who wrote The Jane Austen Book Club, Wit's End, and Sarah Canary is the same one whose stories still appear every so often in The Magazine of Fantasy & Science Fiction.
"Pride & Prometheus" by John Kessel. Why does it seem that a lot of my favorite writers do Jane Austen riffs? In any case, it was a deserving 2008 Nebula winner.
"Absalom's Mother" by Louise Marley. This was a real diamond in the rough that I discovered in the anthology Futureshocks. Don't even get me started on what I thought about it, but it was worth finding the single story with strong emotional resonance. Because few things resonate more than a mother's love for her child.