I find this the best kind of short story: a first rate mind game, which is brief, and startling, and gratifying all at the same time.
Our narrator has gone to visit strangers, people recommended to him by his sister, as he is trying to overcome a nervous disorder. While he waits for the woman he has come to see, her fifteen year old niece entertains him.
“I hope you don’t mind the open window,” she says, and then proceeds to tell him that her aunt has suffered terribly since her husband and two brothers drowned in a bog when they went out hunting three years ago.
“Poor aunt always thinks they will come back someday, they and the little brown Spaniel that was lost with them, and walk in at the window just as they used to do. That is why the window is kept open every evening until it is quite dusk.”
You can imagine his surprise when the aunt comes downstairs, and quite soon in their conversation looks toward the window and says, “Ah, here they come now.”
I cannot spoil the surprise, but I am quite delighted by the unreliable narrator(s) and thrilled to have read this piece.