How It Happened by Arthur Conan-Doyle, has to be the shortest story I seen him write. Nearly all of the Sherlock Homes short stories were at least thirty pages long. This story could come close to even being called flash fiction.
The story is about this guy who is driving a car with a friend. And they come to some rough terrain. The twist at the end was rather expected. But a neat little ghost story all the same.
How It Happened was originally published in 1913. The audio program I listened to was narrated by John Lee.