Finding legal free PDFs of classic short stories is trickier than it sounds. 'The Last Leaf' is O. Henry, so it's in the public domain in the U.S., which means no copyright. You can grab a clean PDF from Project Gutenberg. Just search their site; they have multiple formats. The PDFs there are scanned from old editions, so the typography might feel a bit dated, but the text is complete and accurate.
I'd avoid random websites promising 'free downloads' even for public domain works. They're often littered with ads or might bundle unwanted software. Gutenberg is a nonprofit archive run by volunteers, so it's completely safe and above board. The file you get will be just the story itself, no surprises. Plus, you can download it directly to your device for offline reading without any login or hassle.
Sometimes the older editions on Gutenberg don't have the illustrations some newer collections include, so if that's important, you might need to check a digital library like the Internet Archive. They sometimes have scanned copies of illustrated anthologies you can borrow for an hour or download if they're fully open. The quality varies, but it's another solid, legal source for the text.