A member of both the Science Fiction Hall of Fame Vol. 1 and the Prometheus Award Hall of Fame, The Weapon Shop is short story that anarcho-capitalists will love.
Though it was published in 1942, the sci-fi aspects of the story have aged very well. More importantly, the libertarian themes continue to be strong and relevant, even though libertarianism itself has evolved over the same period from classical liberalism, to minarchism, to anarcho-capitalism.
You can read the short story here (epub, mobi), though the audible version is recommended if you like audio books.