Saki's "The Open Window" has a variety of great examples of foreshadowing.
Framton Nuttel in himself is an example of foreshadowing. His name--NUT-tel--gives us an indication that he may be nuts or crazy, which is proves is true by discussing his nervous condition for a good part of the opening of the story.
The open window is also an example of foreshadowing. The title of the book is almost always an indication of something important that will appear in the book. The open window obviously plays a central room in story.
Another example of foreshadowing is when Vera asked Framton if he had ever been in the area or met her aunt before. While it may seem like an innocent question to the reader, Vera is really checking to make sure that she can tell her story to Frampton without his knowing she was lying.
Lastly, Vera telling her story to Framton foreshadows that she may--and does--tell another story, and that she does it on a regular basis.
In "The Open Window" by Saki, Vera first provides detailed clues of the men who have gone hunting when she says the following:
"Poor dear aunt, she has often told me how they went out, her husband with his white waterproof coat over his arm, and Ronnie, her youngest brother, singing, 'Bertie, why do you bound?' as he always did to tease her . . ."
The white waterproof coat must be what her uncle has with him that day, so Vera mentions it to prepare Mr. Nuttel with a visual hint that validates her story later when the men come back. Another visual description includes "the little brown spaniel" that is with them. By mentioning these specific visual images, Vera provides accurate details to solidify her story in the guest's mind later on.
Another description Vera uses to help Mr. Nuttel identify the men in question is of one man singing "Bertie, why do you bound?" Mentioning this fact before it happens provides an audible clue for Mr. Nuttel when they come home later. The paragraph that validates the foreshadowing descriptions referred to above is as follows:
"In the deepening twilight three figures were walking across the lawn toward the window; they all carried guns under their arms, and one of them was additionally burdened with a white coat hung over his shoulders. A tired brown spaniel kept close at their heels . . . and then a hoarse young voice chanted out of the dusk: 'I said, Bertie, why do you bound?'"
The men come back exactly as Vera predicts! However, the sentence that links Vera's descriptions of the men with what Mr. Nuttel sees through the window is the following foreshadowing phrase:
"Do you know, sometimes on still, quiet evenings like this, I almost get a creepy feeling that they will all walk in through that window--"
This sentence connects the descriptive clues about the men with a subtle foreshadowing for when the men come home. As they cross the lawn, Mr. Nuttel not only sees and hears each and every one of Vera's clues, but he also feels the creepy feeling associated with seeing alleged dead men walking towards the window. Mr. Nuttel becomes so terrified that he scrambles out of the house without a word.