The Paris Review magazine has been a great place to find much of the best in modern literature. Founded in 1953, it has published short stories, poems, photos, and other creative works. Unfortunately, we do not have a subscription to this magazine, but they do publish parts for free on the web, e.g. Benjamin Markovits' story, Another Sad, Bizarre Chapter in Human History or a translation of Rainer Maria Rilke's Interiors.
One highly important section of The Paris Review however, are their interviews with authors. Again, not all of them are available for free, but many of them have been. The AUR Library has created a page that has links into all of those that are available, and made a catalog record for them so that you can find them later.
Want to see their very first interview with E.M. Forster? or with Vladimir Nabokov? or Alberto Moravia? Dorothy Parker or Ezra Pound? Many of them are there.
Give it a try.