Ambrose Bierce. Yes, I've read that one. He said once that all novels could be reduced to short stories. Or something to that effect. The Revenge story is a good example of what he meant--it could be fleshed out with a lot of backstory, but there's no need. Or I guess Bierce didn't see the need.
And yes, I've read The Lady, or the Tiger? Didn't remember reading it until the ending, but yes, I read that somewhere years ago. Excellent piece.