One of O'Henry's most popular stories is the Gift of the Magi
Here is a made for TV version (the actual story starts at after 5:00, so you can jump forward if you don't want to wait):
There are no closed captions (CC), but the English is relatively easy and the characters speak clearly. Enjoy this first video after reading the Oxford Bookworms version.
A second version is available below. These are TWO films put together. Gift of the Magi starts at 26 minutes. The young couple doesn't have much money, so they live in a cheap, but noisy place. The first minute or so is hard to understand because a train is passing. After the 27 minute mark, the dialog becomes much clearer.
Many people have made short films based on the Gifts of the Magi. Here is a modern version:
The Gift of the Magi from Lukas Borovicka on Vimeo.