Fellowship Fantastic, this was recently released as a single-story ebook (if a bit pricey at present). It is also reprinted in Nebula Awards Showcase 2010. It won the Nebula award for best short story.
On Haraldion, Alanna is just one of many wives on a planet where women aren't appreciated. The narrator, Ylva Sif, is Alanna's mistress although their roles have been reversed. While Alanna's husband still sleeps with other women, they like their position as they can rescue other women. They find a talented musician who is married to someone she doesn't wish to be married. A planet-wide search is on for her--a politically important bride. Ylva and Alanna try to hide her.
Interesting play with a different culture--tastes somewhat like the Arabian Nights. This feels as though it could part of something larger.