A vignette is a slice of life story. It’s not complete and it will leave the threads hanging. As I move further along my writing career I have an appetite for them. I want to read them, and it doesn’t matter to me if the story is complete. While other readers want to know everything about a character and how the story will end. I find myself only wanting to catch a glimpse of story and the life of a character. For us authors if we write it well, our readers will never forget our story.
Some famous examples of vignettes can be found here:
And a wiki article on how to write them here: