The Inferno. Parts of that would definitely fit in the revenge category. Been a while since I've read that. Need to refresh.
Need to refresh on Damon Runyon, too. Read a book of his stories a long time ago. I found this collection of old time radio programs of a show called The Damon Runyon Theater. Three of the four stories you mentioned were dramatized, looks like in 1949. And I found The Squaw online and marked it to read.