Jean Shepherd wrote 6 books, but did Introductions and Forwards for many others. 5 of the 6 books were collections of his short stories which had previously appeared mostly in Playboy and Car and Driver Magazine. "Phantom of the Open Hearth" was based on his movie of the same name which was also based on many of his short stories. The last book, "A Christmas Story" contains 5 short stories which were used in the movie and originally were published in "In God We Trust, All Others Pay Cash" and "Wanda Hickey's Night of Golden Memories and Other Disasters". Contrary to what it appears to be, the book is not a transcript of the screenplay or even close. It is merely a reprint of the short stories in their original printed form.

There have been many references to upcoming books by both Shep and others. One was called "Pretty Rubies in the Air" and is referenced at the bottom of the WRTI Article. I don't know if it was a misprint or something that was dropped. Another was T. S., Mac / The Secret Mission of the Blue-Assed Buzzard rumored in Playboy to be about the Army.
 

Books about Shep or with mention of him are here: