"The Open Window" and "The Monkey's Paw" both deal with death and supernatural events, and both stories reach very unexpected surprise endings. However, they do so in very different ways to achieve very different literary purposes.
"The Monkey's Paw" is a horror story in which the shriveled paw can be wished upon to control fate. Making wishes on the monkey's paw causes Herbert White's grisly death, brings him forth from his grave, and then sends him back again in the story's surprising and suspenseful conclusion. These events are presented as the facts of the plot and are developed to increase the horror when Herbert, out of his grave, tries to come home again.
"The Open Window" also deals with death and a supernatural event, but with a major difference. They are not real or factual. Instead, death becomes a part of the story only as part of Vera's devilish plot to scare the already nervous Mr. Nuttel. Although she details the deaths of Mrs. Sappington's husband and brother while hunting, they never happened. The two men are at that very moment quite healthy and out hunting together, which Vera knows very well. In the story's surprising conclusion, the two hunters return, just as Vera knows they will, walking through the open window into the room where Mr. Nuttel sits, transfixed by their "supernatural" presence. He bolts from the room, terrified, while Vera begins to spin another wild story, continuing to amusing herself.
"The Monkey's Paw" is a serious story meant to build suspense and create a sense of growing horror. "The Open Window" amuses and entertains readers at poor Mr. Nuttel's expense.