@Karl-G, thank you for pointing this short story out; I just finished it and enjoyed it; on the magazine's website, there's an interview with Douglas Stuart about the story and class differences in the UK.
I just checked; "Brokeback Mountain" by Annie Proulx was published in the October 6, 1997, issue; I have been reading The New Yorker since high school, and was just in the process of coming out when I read (and then re-read!) this short story that became the basis for the movie; I was stunned and delighted to read it there.