"Match Girl" (1995) is a short story by Anne Bishop, published in Ruby Slippers, Golden Tears (edited by Ellen Datlow and Terri Windling.
It is a retelling of the 1845 story "The Little Match Girl" by Hans Christian Andersen.
After a brutal assault, and promises of more, she escapes to another world through the light of the matches.
However, the rich passer-bys shun her on a cold wintery night, while they were on their way to a posh party.
She stays alone in the snow, lighting up matches to keep herself warm, until she eventually dies of hypothermia.