Read in Judith Merril’s The Year’s Greatest Science Fiction and Fantasy, 1956.
A young bank-teller, lonely in New York, yearns for a different life. He gets a tip-off in a bar : a travel agent who can get you a one-way ticket to somewhere very different and very special. It’s one-way and a one-off chance.
He finds the agent and the brochure offers a vista of an entirely different way of life, truly a new start in a new world. He marvels at the opportunity, and breathlessly takes the ticket.
However, as the journey unfolds he begins to suspect he has been taken for a rube. He backs out, only to realise, moments later, that he has truly missed the one-off chance of a lifetime.
It’s a well-told story, and Finney builds up the protagonist as a three-dimensional character, leaving you sharing his bitter disappointment in the final paragraphs.