First Love by Ivan Turgenev - a bitter sweet story of unrequited love. Highly recommended.
The Fox by D.H Lawrence - Post First World War, a young soldier stays with two self efficient women at a country home and decides to marry one, with tragic results. A psychological story which examines friendship, love and jealousy.
Dr Glas by Hjalmar Soderberg - a surprising novella concerning a doctor's adoration for a female patient that leads to murder. Beautifully written as a journal, this story feels contemporary in tone despite being written 103 years ago.