Arthur Miller is still sometimes seen as a preachy writer, forever parading a left-leaning conscience for the good of less elevated minds. That’s an absurdly shallow view of his plays, and his short stories make it seem a hideous travesty. Who would have thought that the most striking tale in this always observant and unpreachy anthology would evoke the mind of a five-year-old boy — his confusion, his anxiety, his sudden but quickly forgotten rages, his inability to see things in proportion, his sense of sin, his bewilderment at Mom’s dismay when he yells, “I don’t need you any more”?

Actually, that story dates from 1959 and opens an amalgam of collections that were published in America in 1967, 1995 and 2007, two years after Miller’s death.

This means we get the first version of what was to become the Gable-Monroe film The Misfits but also the stranger pieces he wrote much later: The Bare Manuscript, in which an unhappily married writer scrawls a story on the body of the woman who has answered his ad for living stationery; the excellent Turpentine Still, in which an American expatriate, sickened by New York life, moves to Haiti and finds a mad fulfilment in building the elaborate but unworkable machinery of the tale’s title.

Many of the stories involve lost, muddled, amorphously unhappy people consciously or unconsciously searching for meaning, but that meaning is always elusive and, which may surprise Miller’s foes, never political.

The great public events that preoccupied and shaped him — Depression, war, Holocaust, McCarthyism — are sometimes background, but are anyway treated sceptically, even cynically. In Homely Girl, A Life, a woman guiltily rejects the husband who has espoused every radical cause, even seeing the German-Soviet pact as the great Stalin’s clever ruse, for a completely apolitical blind man who actually cares for her and her body.

At times, especially in the earlier stories, Miller’s attempts to enter his characters’ heads become over-elaborate. “The power to destroy shaped itself in his mind like a rising rocket, astounding him with its frightfulness and its beauty” is only the start of a clotted passage in which a novelist is tempted to have sex with a neighbour’s wife. Yet the portrait of the woman herself, someone who sublimates her sense of emptiness in a terrible hatred of her sister-in-law, is genuinely sensitive, authentically complex.

Miller once said that he found the short story refreshing because it “rejected the theatrical tone of voice, which is always immodest”, even “aggressive”. Besides, “one can more quickly catch wonder by surprise”. And that modesty, that lack of pushiness and sometimes that wonder, are evident here. A 13-year-old goes to buy a puppy, and is seduced by the vendor; a Broadway actor, deeply unimpressed by himself, his trade and the political activism of his peers, visits his senile, babbling father;an inarticulate fitter, full of vindictive loathing for the woman he was forced to marry, finds momentary peace in the gratitude of the captain whose war-damaged vessel he has unwillingly mended.

Fitter’s Night is a fine story, as is The Misfits, which observes the cowboys of the title with quiet sympathy, even delicacy, and doesn’t italicise its comparison with them and the wild horses they trap and sell for dog-meat. And so is Performance, in which a Jewish tapdancer is summoned to perform before Hitler who, thinking him Aryan, wants him to found a hoofer school. Political? Well, in this case perhaps. But it’s the narrator’s — and Miller’s — astonishment at the world’s weirdness that one remembers.

Presence: Collected Stories by Arthur Miller Bloomsbury, £25; Buy this book; 400pp

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