To the best of my knowledge, the last collection done was the four novellas in Unconquered Countries, though if I'm wrong, please tell. I'm a big fan of what Ryman does. I think he's a diverse, passionate, and talented author who has produced excellent work. Some of it like 'Dead Space for the Unexpected' and 'Home' and VAO deserve to reach the audience that might just be finding him now. Though I suppose there's always he possibility that Ryman hasn't enough (or doesn't have enough that he likes) to fill a collection, and that's how it goes upon occasion. Still.
With all the talk of Air, however, it might be worth noting that Ryman's new book, The King's Last Song has just been released.