In NYU Libraries' Catalog and WorldCat do a search of the author's name plus the title word "Stories," to see if the story you are looking for appears in a collection of the author's short stories. In most cases, the titles of the stories in a book will be listed in the search results
For famous stories when you know the original title: In NYU Libraries' Catalog or WorldCat do an author search plus a keyword from original title and limit the results by English language, e.g. Maupassant Parure. Or use a word from the English translation of the story, e.g. Maupassant Necklace.