This was part of a collection I read. It was my favorite short story of the book, and I'd really like to find it again.
A boy meets up with a soldier (the bulk of the story is told from the boy’s perspective). They tramp along, occasionally accompanied by an old Vietnamese woman. They stop in a McDonald’s, cold and hungry, but are ignored by the workers. The old woman pays for their hamburgers with “her funny leaf money.” They finally reach “The Wall” (the Vietnam War memorial). It’s then that you realize both the boy and the soldier are dead. The soldier, possibly Jewish, is praying fervently, even frantically at the wall, until it opens up and admits them both.
The old woman, it turns out, lay dying elsewhere, though her spirit was able to travel between the worlds. She kept an eye on the boy, while also able to somehow call the local sheriff to describe where the boy’s body had been hidden by an unknown killer.