The short stories in this collection, Mavis Gallant's The Moslem Wife and Other Stories, were actually selected by Mordecai Richler, a fellow Montrealer and an admirer of Gallant. He particularly admired how she stuck to her guns in leaving Montreal for Paris and almost never looking back. Indeed, most of her stories are set in Europe (often though not always involving at least one Canadian or American reflecting the situation "back home"). That said, she occasionally wrote stories set in Montreal or Toronto, and a few of those turn up in this collection. Richler's choices seem representative of her work, and 7 of 11 appear in Gallant's hefty Selected Short Stories (where Gallant did the selecting). Perhaps Richler did err a bit in including one too many stories with a Canadian collection (such as "My Heart is Broken" set in a logging camp in northern Quebec).
On a side note, virtually every story Gallant ever wrote was published in The New Yorker (I think she probably even surpassed Alice Munro). At one point, I had the New Yorker collection on DVD, which sort of makes it redundant to have any Gallant collections in a physical format. I still have it, but it no longer works properly with Windows 8, and I haven't had the time to really dig into this and fix it.
If I had to sum up the European stories in a single phrase it would be Gallant investigates the malaise that has settled over post-war Europe. Most of her characters are scrimping and scrounging and grifting ("When We Were Nearly Young") and some are out-and-out tax cheats (Henri Grippes from "Grippes and Poche"). Very few people find quite what they are looking for on the Continent (unlike many Henry James characters). In some cases, this seems to be because they would be discontented in any situation where they have to buckle down and work (in particular the Fraziers from "The Ice Wagon Going Down the Street" seem to want to coast on their reputation, which would be hard enough if they were from old European stock, but in fact they are Canadians and no one is really impressed by them). In other cases, the various European conflicts end up dividing families (such as the couple in "The Moslem Wife") and disrupting life.
What is somewhat notable is that few of these stories have conventional endings or anything approaching an epiphany. "When We Were Nearly Young" and "My Heart is Broken" are the most conventional in their endings, but most of the others seem to be slices out of a longer life (or a longer novel at any rate). "The Moslem Wife" in particular didn't seem to justify its length (at 44 pages by far the longest story in the collection).
Probably the bleakest story is "The Latehomecomer" which is about a young German soldier who was captured during WWII, and through some mixed up paperwork, ends up staying in France long after all the other prisoners are exchanged. His mother had thought him dead, and his stepfather only grudgingly makes a place for him. Likewise, German society really has no interest in dealing with the human reminders of WWII. The atmosphere of the story is comparable to Joseph Roth's Rebellion, though we expect that the young soldier will ultimately have a somewhat better time of things. This is a fairly successful story, despite the bleak tone.
Gallant has a sly wit on display in at least some of the stories. My favorite example is when a landlord decides to leave hints than a tenant will have to move on in "Overhead in a Balloon." He pretends to analyze the tenant's dreams (this is a bit of a running gag in the story) and he writes: "Dream of badger taking man hostage means a change of residence, for which the dreamer should be prepared."
There is also a fairly amusing cat and mouse game between an author, Henri Grippes, and a tax auditor in "Grippes and Poche." I would say this is my favourite story in the collection, and I was quite intrigued to learn that there are 3 more stories about Henri Grippes in Gallant's Selected Stories. So I can look forward to getting around to those one of these days. As far as The Moslem Wife goes, it seems to be a decent introduction to Gallant's short stories, at least as far as I can tell. If you find her style compelling and her chosen milieu (post-war Europe) of interest, she has 10 or so other short story collections to delve into, as well as two novels (recently reprinted by NYRB Classics).