So what I did was use isfdb.org's database of stories and publications to assemble a list of the anthologies where these winners are. The theory was that I would be able to do locate the optimal books to acquire so I could get the rest of the stories.
At this point I'd like to state my annoyance that no one has licked that pesky P=NP problem yet. There's a million dollars there, guys. What are you waiting for?
Let's just say that my theory has not panned out. Here is my starting list for trying to select the anthologies. I avoided single author anthologies except in cases where more than one story in that anthology won or that anthology was the only place where I given story appeared.
I'll ask you for forgiveness that my notes are rough. And so far I'm not taking into account important factors such as price and quality of the collection which is just going to tie this problem up in worse knots.
The Year's Best Science Fiction: Thirteenth Annual Collection
- The Death of Captain Future - 1996 Hugo Novella
- Think Like a Dinosaur - 1996 Hugo Novelette
- The Lincoln Train - 1996 Hugo Short Story
- The Death of Captain Future - 1996 Novella
- Think Like a Dinosaur - 1996 Hugo Novelette
- Bicycle Repairman - 1997 Hugo Novelette
- Taklamakan - 1999 Hugo Novelette
- Different Kinds of Darkness - 2001 Hugo Short Story
- Fast Times at Fairmont High - 2002 Hugo Novella (first few chapters of Rainbows End)
- Think Like a Dinosaur - 1996 Hugo Novelette
- The Lincoln Train - 1996 Hugo Short Story
- Last Summer at Mars Hill - 1995 Nebula Novella
- Solitude - 1995 Nebula Novelette
- Death and the Librarian - 1995 Nebula Short Story
- Last Summer at Mars Hill - 1995 Nebula Novella
- Solitude - 1995 Nebula Novelette
- A Birthday - 1996 Nebula Short Story
- Lifeboat on a Burning Sea - 1996 Nebula Novelette
- We Will Drink a Fish Together - 1998 Hugo Short Story
- The Soul Selects Her Own Society: Invasion and Repulsion: A Chronological Reinterpretation of Two of Emily Dickinson's Poems: A Wellsian Perspective - 1997 Hugo Short Story
- Bicycle Repairman - 1997 Hugo Novelette
- The Flowers of Aulit Prison - 1997 Nebula Novelette
- Bicycle Repairman - 1997 Hugo Novelette
- Daddy's World - 2000 Nebula Novelette
- The Dog Said Bow-Wow - 2002 Hugo Short Story
- A Birthday - 1996 Nebula Short Story
- Lifeboat on a Burning Sea - 1996 Nebula Novelette
- Da Vinci Rising - 1996 Nebula Novella
- Blood of the Dragon - 1997 Hugo Novella
- The 43 Antarean Dynasties - 1998 Hugo Short Story
- Travels with My Cats - 2005 Hugo Short Story
- Sister Emily's Lightship - 1997 Nebula Short Story
- Abandon in Place - 1997 Nebula Novella
- The Very Pulse of the Machine - 1999 Hugo Short Story
- Taklamakan - 1999 Hugo Novelette
- Oceanic - 1999 Hugo Novella
- macs - 2000 Nebula Short Story
- Daddy's World - 2000 Nebula Novelette
- Story of Your Life - 1999 Nebula Novella
The Guild of Xenolinguists
- Reading the Bones - 1998 Nebula Novella
- Sister Emily's Lightship - 1997 Nebula Short Story
- Lost Girls - 1998 Nebula Novelette
- Thirteen Ways to Water - 1998 Nebula Novella
- The Very Pulse of the Machine - 1999 Hugo Short Story
- Scherzo with Tyrannosaur - 2000 Hugo Short Story
- 10 to 16 to 1 - 2000 Hugo Novelette
- The Winds of Marble Arch - 2000 Hugo Novella
- The Soul Selects Her Own Society: Invasion and Repulsion: A Chronological Reinterpretation of Two of Emily Dickinson's Poems: A Wellsian Perspective - 1997 Hugo Short Story
- Story of Your Life - 1999 Nebula Novella
- Millennium Babies - 2001 Hugo Novelette
- The Dog Said Bow-Wow - 2002 Hugo Short Story
- The Dog Said Bow-Wow - 2002 Hugo Short Story
- The Dog Said Bow-Wow - 2002 Hugo Short Story
- Story of Your Life - 1999 Nebula Novella
- Hell Is the Absence of God - 2002 Hugo Novelette and 2002 Nebula Novelette
- Hell Is the Absence of God - 2002 Hugo Novelette and 2002 Nebula Novelette
- The Cure for Everything - 2001 Nebula Short Story
- Louise's Ghost - 2001 Nebula Novelette
- The Dog Said Bow-Wow - 2002 Hugo Short Story
- Slow Life - 2003 Hugo Novelette
- Legions in Time - 2004 Hugo Novelette
- Creature - 2002 Nebula Short Story
- Legions in Time - 2004 Hugo Novelette
- A Study in Emerald - 2004 Hugo Short Story
- The Cookie Monster - 2004 Hugo Novella
- The Empire of Ice Cream - 2003 Nebula Novelette
Nebula Awards Showcase 2005
- The Empire of Ice Cream - 2003 Nebula Novelette
- What I Didn't See - 2003 Nebula Short Story
- The Faery Handbag - 2005 Hugo Novelette and 2005 Nebula Novelette
- Magic for Beginners - 2005 Nebula Novella
- ...Where Angels Fear to Tread - 1998 Hugo Novella - only in Asimov's Science Fiction, October/November 1997
- The Cost of Doing Business - 1999 Nebula Short Story - Amazing Stories, Winter 1999
- Mars is No Place for Children - 1999 Nebula Novelette - Science Fiction Age, May 1999
- The Ultimate Earth - 2001 Hugo Novella and 2001 Nebula Novella - Analog Science Fiction and Fact, December 2000
- Goddesses - 2000 Nebula Novella - Sci Fiction (July 5, 2000) Website
- Coraline - 2003 Hugo Novella and 2003 Nebula Novella - Published as a book
- Falling Onto Mars - 2003 Hugo Short Story - Analog Science Fiction and Fact, July/August 2002
- Bronte's Egg - 2002 Nebula Novella - The Magazine of Fantasy & Science Fiction, August 2002
The mess isn't as bad as some but it's annoying at the level of just getting the stories and worse when I'm trying for collections printed in hard cover by preference. I'm going to be thinking on this for a while.