Wonderful Town
A collection of New Yorker stories, from the New Yorker, each with some connection or other to New York. Sometimes the connection is tenuous; I think Woody Allen's "The Whore of Mensa" would play just as well in LA, and Thurber's "The Catbird Seat" appears nightly on Law and Order.
But I don't think I had even heard of Deborah Eisenberg before, and her story, "What It Was Like, Seeing Chris", is approximately everything you can ask from New Yorker realism.