She began working on the stories collected in Close Range in 1997. "The Half-Skinned Steer" was selected by Garrison Keillor for inclusion in The Best American Short Stories 1998 and by John Updike for The Best American Short Stories of the Century. "Brokeback Mountain" won a 1998 O. Henry Short Story Award and a National Magazine Award through its publication in The New Yorker.

Annie Proulx lives in Wyoming, but spends much of the year traveling North America.

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