Yes, THAT one. Brokeback Mountain is leaps and bounds ahead as the most famous story in this collection, but there is much more going on here.
First of all, Heath Ledger and Jake Gyllenhaal are not actually IN this book (sorry). This is a rare instance where I actually liked the movie better than its source material, partially because these are SHORT stories. Usually I'm all over that, but sometimes I would blink and go Where's the rest? Proulx is mistress of the plain, terse phrase...you get a sense of the quiet open that is Wyoming, and it does help drive home a frank realism: People got married. People rode horses. People were unhappy. People died. That's life.
Effective, but not really my favorite style.
Sidenote: My FATHER, of all people, gave me this book. He likes the very quiet one where the man narrates as he freezes to death.