For more novellas by James, consider the following: "A Passionate Pilgrim"; "Madame de Mauves"; "The Aspern Papers"; "The Lesson of the Master"; "The Beast in the Jungle"; and "In the Cage".
For novellas with similar themes to "Daisy Miller", please see: "The Awakening" by Kate Chopin; "The Metamorphosis" by Franz Kafka; "The Awakening of Miss Prim" by Natalia Sanmartin Fenollera; "The Yellow Wallpaper" by Charlotte Perkins Gilman; and "Ethan Frome" by Edith Wharton.