There's two different runs of War Stories - the DC / Vertigo one Dark Jimbo alludes to is really rather wonderful. 48 page (I think it was) self contained stories.
The second run was from Avatar Press almost 30 issues with a format based on the Battlefields format, 3 issue mini-series typically. These settle on an artist pretty early on, which was a real shame as they weren't very good at all. And brilliant as the stories were, and they were often really brilliant, the art really tried my patience and I only just stuck to the series until the end.
I'd defo recommend the DC / vertigo volumes first, but Battlefields is superb as well.