"The Last Reunion" is a short story written by Harry Turtledove. It was first published in Amazing Science Fiction Magazine in June 1992, and reprinted in the Turtledove collection Departures in 1993. It starts out as a conventional historical fiction piece, but adds in a fantasy element during the final act.
It is a fictionalized account of the 1932 reunion of Confederate veterans of the American Civil War in Richmond, Virginia, attended by John Houston Thorpe, former captain of Company A of the 47th North Carolina. Thorpe spends a few nights talking and interacting with his fellow veterans, remembering the good and the bad of warfare. One night, after a joyous celebration and dancing, Thorpe dies in his sleep, and discovers that the men who died in battle during the Civil War go to a kind of Valhalla, where they still fight, although in a far more congenial way.