"Storm Trooper" by Lawrence Watt-Evans

First appeared in Asimov's.  Up for an Asimov's Reader's Poll award.

If you like your SF wild and wooly, here's one for you.  In this time stream, time storms strike and carry, drop off items from one universe into another--such as sky whales.  Mitsopoulas and two partners, storm troopers, investigate changes in an area, but they find a brand new building that wasn't there.  This is before they arrive at the supposed time anomaly.  They investigate.

The building is called New York City Internal Security.  They treat it cautiously, as police--as this sounds like another police organization.  When they break out a megaphone to tell the police to come out, the police inside do likewise.  It's a standoff.  So Mitsopoulas decides to go inside and investigate, without his firearms.  Both parties are convinced that the other is living in a different time stream.  But it's worse than Mitsopoulas imagined.  The organization's name indicates they have a slightly different agenda.

Worth checking out.