The Bayou

If you like your books with a palpable feeling to it, this should definitely be on your list. This is an original gothic romance with bank robbers, ghosts, and pedophile priests deep in the Southern swamplands.
It starts normal enough with 1930s photo journalist Eugene being on scene for a bank robbery that ends in a murder, but the two criminals aren't what they seem and Eugene gets swept up into their web that tangles with his past, present, and what's left of his future. The ending should definitely take you by surprise but in the best way.
This story is very multi-layered and it's another example of the impressive skill Powell has at world building in such short stories. It's a definite recommend.