The short story has its roots in folk tales and fairy tales. There is very little room for the kind of subtle attention to detail that is a foundation in period pieces, or historic fiction.
Nonetheless, some classic literature can act as historic fiction. This can be through descriptive settings, or characters with developed behaviors that are propelled by the place in time the author is writing about (or from).
By definition, classic literature is decades, if not centuries old, and the author's own language, opinions and commentary allows many classics to be at least partially read as period pieces.
Here are some short stories, and collections of novellas/short stories that we think provide an interesting look into the past.
1. Geoffrey Chaucer's Canterbury Tales
A collection of 24 stories in the form of a contest between travelers on a pilgrimage from London to the Canterbury Cathedral. Written from 1387 AD to 1400 AD, the stories of the travelers take center stage, and not much attention is given to the actual pilgrimage.
2. Giovanni Boccaccio The Decameron
Finished by 1353, this collection of novellas depicts stories told by a group stranded in a villa in the Italian countryside during the Black Death. This is probably the best one on the list for providing a glimpse at a harder to fully picture era in history.
3. George Orwell Shooting an Elephant
Orwell draws upon his own experiences in this depiction of British imperialism in colonial Burma.
The Sherlock Holmes authoralso wrote historic fiction short stories. Notable examples are The Contest and The Last Galley. Both of which are set in Roman times.
7. Honoré de Balzac Selected Short Stories
Balzac is widely considered to be one of the founders of realist fiction. His clear representations of almost everything, and lengthy digressions would be the ideal lenses to view the past through prose. Some of the highlights give a very clear picture of French society in the aftermath of the French Revolution.