Aside from her novels, DDM wrote lots of short stories. Perhaps the most famous is The birds, immortalised by Hitchcock's film (which I have not yet seen). Many of them are very chilling. I'm not a huge fan of the short story, but I did enjoy reading these a while ago, so I will leave you with the covers.
519 The Rendezvous and other stories
498 The birds and other stories
540 The breaking point: short stories