I use Aesop's Fables for the examples, those are very short stories. The students understand then that there are consequences to their actions.
Maybe a short newspaper writeup about some crime or the other, and a discussion about rules and laws.
You may get a local police officer to come to the class/school to talk about why we have laws and rules to follow.
You could also do some kind of thing where the kids design the classroom rules, after having these discussions.
It's not a short story, but it's the first thing that came to mind!
The Lord of the Flies, by William Golding
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