- Cabbages and Kings. New York: McClure, Phillips & Co., 1904.
- The Four Million. New York: McClure, Phillips & Co., 1906.
- Heart of the West. New York: McClure, 1907.
- The Trimmed Lamp, and Other Stories. New York: McClure, Phillips & Co., 1907.
- The Gentle Grafter. New York: McClure, 1908.
- The Voice of the City. New York: McClure, 1908.
- Options. New York: Harper & Brothers, 1909.
- Roads of Destiny. New York: Doubleday, Page & Co., 1909.
- Let Me Feel Your Pulse. New York: Doubleday, Page & Co., 1910.
- Strictly Business. New York: Doubleday, Page & Co., 1910.
- Whirligigs. New York: Doubleday, Page & Co., 1910.
- The Complete Works of O. Henry. Garden City, N.Y.: Garden City Publishing Co., 1911.
- The Gift of the Wise Men. Garden City, N.Y.: Doubleday, Page & Co., 1911.
- Sixes and Sevens. Garden City, N.Y.: Doubleday, Page & Co., 1911.
- The Works of O. Henry. New York: Doubleday, Page & Co., 1911.
- Rolling Stones. Garden City, N.Y.: Doubleday, Page & Co., 1912.
- Complete Writings of O. Henry. Garden City, N.Y.: Garden City Publishing Co., 1917.
- Waifs and Strays, Twelve Stories. Garden City, N.Y.: Doubleday, Page & Co., 1917.
- The Ransom of Red Chief, and Other O. Henry Stories for Boys. Garden City, N.Y.: Doubleday, Page & Co., 1918.
- O. Henryana. Garden City, N.Y.: Doubleday, Page & Co., 1920.
- The Gift of the Magi. Garden City, N.Y.: Doubleday, Page & Co., 1922.
- Letters to Lithopolis. Garden City, N.Y.: Doubleday, Page & Co., 1922.
- Selected Stories from O. Henry. Garden City, N.Y.: Doubleday, Page & Co., 1922.
- Postscripts. New York: Harper & Brothers, 1923.
- The Best of O. Henry. London: Hodder & Stroughton, 1929.
- O. Henry Encore. Ed. by Mary S. Harrell. New York: Doubleday, Doran & Co., 1939.
- The Best Short Stories of O. Henry. Garden City, N.Y.: Sun Dial Press, 1945.
- After Twenty Years & Other Stories. Edited by Masat C. Nakauchi. Tokyo: Kenkyusha, 1957.
- O. Henry’s New York. Ed. by J. Donald Adams. Greenwich, Conn.: Fawcett, 1962.
- Tales of O. Henry. Garden City, N.Y.: International Collectors Library, 1969.
- The Best of O. Henry. Philadelphia: Running Press, 1978.