Roald Dahl was a slow and meticulous writer, although he wrote nineteen novels -- eleven of them were very short YA tales and another seven were just a bit longer, all of these being children's books of which he is now best known, leaving just one full-length adult novel. His short story output is basically the same -- seven major collections, with fifteen additional collections that basically remixed the contents of six of those collections. He also wrote two memoirs, several very short books of rhymes, a few films, and a couple of cook books.
His first collection, Over to You, was a short book with stories about World War II. His second and third, Someone Like You and Kiss, Kiss, covered many of the wonderful, mordant tales on which he built his early reputation. Most of the fourth, Switch Bitch, were sanitizingly sexy stories about Uncle Oswald. The remaining two were Two Fables (just 61 pages) and Ah, Sweet Mystery of Life (179 pages, with seven stories, two of them reprints from Kiss, Kiss). A small, but very major, output.
The Wonderful Story of Henry Sugar is a mixed bag. It includes his first published story, an account of his experience of being shot down in Libya during the war. Their are also two nonfiction pieces: "The Mildenhall Treasure" (about the discovery of Roman artifacts in an English field) and "Lucky Break" (an autobiographical piece about becoming a writer -- most of which was revised for his later memoirs Boy: A Tale of Childhood and Going Solo). Of the remaining stories:
- "The Boy Who Talked to Animals" -- A sensitive boy protests the capture of a giant sea turtle. He and the turtle disappear and he is later seen riding the turtle out to sea.
- "The Hitchhiker" -- A man who has picked up a hitchhiker gets stopped for speeding. The hitchhiker, however, is a very special man with a very special talent.
- "The Swan" -- A young bully gets a rifle for Christmas and he and a friend (also a bully and a thug) go off to shoot some birds. They come across young, thin boy and begin to torture (torture, not torment) him. In the end they kill a protected swan, cut off its wings, tie them to the boys arms, force him to climb a tree, and order him to jump.
- "The Wonderful Story of Henry Sugar" - An odd little novelette about a bored man who learns to see with his eyes closed, but after he attains his goal, he finds his entire personality has changed.
As far as I can tell, Dahl wrote only one story that has not appeared in any of his books. It's really not even a story but a deleted scene from Charlie and the Chocolate Factory. Charlie, Mike Teevee, Veruca Salt, and Augustus Gloop were not the only ones to receive a golden ticket. There was also Miranda Piker, a snotty little girl who loves school and hates fun. "Spotty Powder" is the story of her comeuppance from Willy Wonka. A short but delightful tale. It can be found in Peter Haining's YA horror anthology Scary! Stories That Will Make You Scream (1998). Check it out sometime.