Amusingly enough, I've been just recently reading "Adventures in the Dream Trade" (by one Ilen, a Magian). It includes a short bit about Roger Zelazny, and mentions a point where he, Roger & Steve Brust are talking about short story structure. He quotes Zelazny as saying "Many of my better short stories are just the last chapters of novels I did not write." Which is a good quote on the subject, if nothing else.