The New England Science Fiction Association is the group behind Boskone and NESFA Press, and during 2009, they are publishing the collected short stories of Roger Zelazny.
From NESFA Press:
We plan to print a complete collection of Roger Zelazny's short fiction and poetry, in (most likely) six hardcover volumes. We expect to include all published fiction and poetry we can find, however obscurely published, and a number of unpublished works retrieved from Zelazny's archived papers. We also expect to include the shorter early versions of several novels, several novel excerpts that were published independently as short works and a few of Zelazny's articles on topics of interest to him.
The order of the volumes will be semi-chronological, generally by publication date. A few works, along with all the unpublished items, will be inserted near other works written at the same time. Most pieces will have forewords and/or afterwords of a literary or biographical nature.
We will commission introductions and/or essays from family, friends and writers who were fans of Roger Zelazny's work. As of this date, Robert Silverberg has contributed a general introduction. One of our editors has written some biographical essays to spread among the volumes.
They also have a special request:
If anyone knows of a copy of an unpublished Zelazny story named "Checkup", we would like to obtain a copy. It was written in 1975 for a special "children's future" issue of a UNICEF quarterly publication. We have records of it being paid for, but no trace of the story has surfaced.
Feel free to contact them directly if you have any information about this lost story.