Okay, not every thing is really hard  to find.  Most are considered to be chapbooks or special editions.  I'm not including hard to find items like Nine Prince and Guns of Avalon first edtions by Doubleday (which were made rare due to a fire at the storage house).  I added the tor doubles because it seemed a nice place to put them.
 
 

Author's Choice Publication

Author's Choice Monthly #27

December of 1991

1561462772

50 leatherbound 300 signed and numbered cloth bound no limit on paper bound

Baronet

The Illustrated Roger Zelazny

1978

0-89437-014-6

2500 copies

Cheap Street Press

A Rhapsody In Amber

1988

1) Trade numbered, 297 copies, numbered 58-354, all signed by Zelazny, issued in envelope 2) Trade lettered, 45 copies, A-Z and AA-ZZ (with some letters not used), signed by Zelazny, issued in envelope 3) Limited numbered, with extra cinnamon cover added, numbered 1-57 on limitation page, signed by Zelazny and artist Eagleson, issued in brown cloth slipcase 4) Limited lettered, same as #3, 7 copies 5) Promotional, not numbered or signed or lettered, approx 20 copies, states "promotional copy" on limitation page.

 POEMS. Saddle-stitched, 24 pages, published in a limited edition of 1,000 copies for the first 1,000 members of DISCON II,
     the 32nd World SF Convention
 
 

Donald M. Grant Publishing

Here There Be Dragons	Dec of 1992	1-880418-01-0		one story illusitrated
Way Up High	Dec of 1992	1-880418-00-2		one story illusitrated

The Garland Library of Science Fiction

Four for Tomorrow
This Immortal

G K Hall Large Print Science Fiction Series/Thorndike Press

Nine Princes in Amber	March of 1998	0783884257		Large Print Series
The Guns of Avalon	March of 1999	0783885040
Sign of the Unicorn	April of 1999	0783885059
The Hand of Oberon	March 2000	0783889852
The Courts of Chaos	June 2000	0783890648
Four Zelazny Novels	1979	0-444-47120-0
Trumps of Doom	Sept. 2000	0783891601
Blood of Amber	December 2000	0783892942
Sign of Chaos	Feburary 2001	0783892918
Knight of Shadows	May 2001	0783892934
Prince of Chaos	August 2001	0783892926

 

The Gregg Press Science Fiction Series

Bridge of Ashes
The Dream Master
Isle of the Dead	June  1979	asin#    0839823460
Lord of Light
Today We Choose Faces
Nine Princes of Amber	June 1979	asin# 0839824270
DonnerJack	???

 

Norstrilia Press

When Pussywillows Last in  the Catyard Bloomed

1980

0-909106-05-3 paper 0-909106-06-1 cloth

1000 numbered, first 200 signed and cloth bound

Phantasia Press

Madwand

1981

0-932096-11-5

750 signed and numbered

Pirate Writings Publishing

Hymn to the Sun:An Imitation

1995

0964016850

48 pages

The Pretentious Press

And The Darkness is Harsh

1994

85 autographed copies, published by David Aronovitz

Pulphouse

The Doors of His Face, The Lamps of His Mouth

1991

1-561465-513-5 paper edition

#8 in series (just the short story) 100 signed number copies unlimited paper edition

Starmont House

(Starmont Reader's Guide to) Roger Zelazny by Carl Yoke

1991

0270-7730 0-916732-13-4 0-916732-04-5

 
 

Underwood-Miller

To Spin Miracle Cat	October 1981	Signed edition 0-934438-49-8 Trade edition 0-934438-50-1		720 copies 200 signed and numbered 20 presentation copies
The Bells of Shoredan	May 1979			300 copies
Dilvish, The Damned	March 1983	0-934438-69-2		333 signed and numbered, 17 presentation copies
For A Breath I Tarry	May 1980	0-934438-27-7 Trade 0-934438-28-5 Signed		600 copies 200 signed and numbered copies 25 signed presentation** according to the book it was 20 presentation copies but Underwood-Miller had a leaflet saying it was 25.
The Last Defender of Camelot	July 1981	0-934438-48-X		333 signed and numbered, 17 presentation copies
The Changing Land	May 1981	0-934438-47-1 trade 0-934438-46-3 signed		1000 copies 200 signed and numbered 20 signed and marked presentaion
Eye of Cat	August 1982	0-934438-66-8		333 signed and numbered  17 presentation copies
Trumps of Doom	1985	0-88733-006-1	contains a prolog	500 signed and numbered
Blood of Amber	1986	0-88733-058-4		400 signed and numbered copies

Walker and Co.

A Dark Traveling

April of 1987

0802766862

novelette

 

Ultramarine

A Checklist of Roger Zelazny		0-89366-220-8 0-89366-166-X
Doorways in the Sand		0-89366-140-6
Eye of Cat	December of 1984	0-67125-519-3
Knight of Shadows				10 lettered, 40 numbered
Prince of Chaos				12 lettered, 38 numbered

Per Ardua Ad Astra

The Bands of Titan

June 1986

3 presentation copies, 200 signed and numbered; Also contains Stephen Brust "A Dream of Passion"

Tor ---From Their Double series

The Graveyard Heart	Elegy For Angeles And Dogs	Walter Jon Williams	August 1990	0-8125-0275-2	no 24
Home is the Hangman	We, in Some Strange Power's Employ, Move on a Rigorous Line	Samuel Delany	May 1990	0-8125-0983-8	no.21
He Who Shapes	The Infinity  Box	Kate Wilhelm	September 1989	0-8125-5879-0	no.12