I have probably read many of Fitzgerald's short stories twenty times. They are that good. Fitzgerald who is now known for his novels rather than his short stories was actually better known for his stories during his lifetime. The Saturday Evening Post published Fitzgerald in the twenties and thirties and gave him wide exposure to his stories that were the rough equivalent to movies today. People loved to read the short pieces of fiction that appeared in the Post and Fitzgerald was one of their highest paid writers and best known. At his peak he was making almost five grand for a single story.
But this doesn't matter to the reader of his stories now. They are amazing pearls of compressed Fitzgerald, some almost mini-novels. Mayday is a novelette and paints a picture of New York after the end of World War I. It is amazing in it's rendering of a single day in the life of five different characters and was very sophisticated in form for it's time. The Ice Palace, Last of the Belles, Winter Dreams, Absolution are what came to be known as Gatsby cluster stories. These were the stories Fitzgerald experimented with to find his voice for Gatsby, but they are amazing stories of love lost, ambition, dreams, and the American Dream.
The Saturday Evening Post had an almost three step formula that is fairly obvious in hindsight. A quick set up, an unusual denouement and a resolution that did not have be be a happy ending, but it could not be too bleak. Stories like The Baby Party, One Trip Abroad, The Lees of Happiness, give us insight into the Fitzgerald marriage and the limits of fame and the joys and burden of parenthood. My summations do little justice to what really keeps you reading these stories over and over. It is the jewels. The sentences that Fitzgerald paints over his canvas that still resonate after all these years. From A Night at the Fair to the darkness of Financing Finnegan, we see the writer in his prime and at the bitter end. These stories are all well worth a read and probably more.