My brother’s recommending the short story “Enoch Soames”, and the anthology above looks like a nice place to read it in. The story is well-known for its clever and humorous use of the ideas of time travel and pact with Faust. Another good place to read it would be The Book of Fantasy (1940), an Argentianan anthology edited by Jorge Luis Borges, Adolfo Bioy Casares, and Silvina Ocampo. A site dedicated to Hunter S. Thompson has this:

Published in 1979 by St. Martin’s Press, this collection edited by Duncan Fallowell contains a number of stories, including “The Dinner” by Thomas Love Peacock, “Dr. Heidegger’s Experiment” by Nathaniel Hawthorne, “The Cask of Amontillado” by Edgar Allan Poe and “Enoch Soames” by Max Beerbohm. Hardly the kind of works you would expect “The Heat Closing In” by William S. Burroughs to be surrounded by. HST [Hunter S. Thompson’s] part is called “A Night on the Town” , the part from FFLV [Fear and Loathing in Las Vegas] where HST describes his encounter with an acid guru, when he lived near Michael Olay. –www.gonzo.org