Honoré de Balzac 
The Message [PDF ebook] 

A short story of two gentlemen travelling on a coach. They both realize they have mistresses. When one gentleman is close to death, due to a freak accident, the other is given a mission to deliver a letter to his forbidden love.
Simple, free-flowing writing and storytelling, providing good insight into mid-19th century French society, class and romantic entanglements. Worth a read. 
This short story forms part of Balzac’s La Comédie Humaine, a series of interlinked novels and stories and plays.