Death comes to Baghdad

This is one of all time favourites from the surprise ending genre, the kind that O' Henry specialised in.
I first read this as 'Death Speaks' in Jeffrey Archer's 'To Cut a Long Story Short'. A little bit of Googling coughed up the information that there were many versions of this econcept over the centuries, but one of the earliest instances was in 'Tales of the Dervishes' by Idries Shah.

When Death Came to Baghdad

The disciple of a Sufi of Baghdad was sitting in the corner of an inn one day when he heard two figures talking. From what they said he realized that one of them was the Angel of Death.
"I have several calls to make in this city during the next three weeks," the Angel was saying to his companion.
Terrified, the disciple concealed himself until the two had left. Then applying his intelligence to the problem of how to cheat a possible call from death, he decided that if he kept away from Baghdad he should not be touched. From this reasoning it was but a short step to hiring the fastest horse available and spurring it night and day towards the distant town of Samarkand.
Meanwhile Death met the Sufi teacher and they talked about various people. "And where is your disciple so-and-so?" asked Death.
"He should be somewhere in this city, spending his time in contemplation, perhaps in a caravanserai," said the teacher.
"surprising," said the Angel; "because he is on my list. Yes, here it is: I have to collect him in four weeks' time at Samarkand, of all places."