I can't say that I had a "single favorite" segment.
I liked the first two with the foxes and the orchard...I also like the soldier's episode and for some reason I liked the final episode, too.
..It really was unusual and I liked it ^_^ It is the sorta thing, though, that not everyone would find entertaining for two hours, but some of the scenes really made me wanna cry! Like when the boy began to see the orchard he'd loved...or when the officer had to order his troops to again depart after he has sent them all to their deaths in the war...I mean, the topics these stories dealt with were not all cherry and lighthearted. It was intense and yet vaugue and unrealisticly appealing - like a dream!^^ Seriously, when I tried to lock onto the film like other movies, it didn't work. The whole genre was meant to make you think - even as I watched it, my mind was engaged as if exploring or fighting off the dreams. I don't know how else to explain it.
I would like to watch these all again when I get the chance^^ But right now it is after 2 am and I have an alarm set for 8 am...