The short answer is that they aren't published yet, so you haven't missed anything. A reasonable follow-up question might be: why did I do Volume II first?
This requires a bit more explanation. When this project was originally conceived in 1995, the intent was to produce a work that would become a comprehensive reference source for collectors and not just a "coffee table" book of pretty pictures. This meant compiling accurate historical and identification information on all of the important companies, supported by lots of pictures of lamps. That's what collectors told me they wanted most—lots and lots of different lamp models, more than just big beautiful pictures. That then became my goal.
About 5 years and 800 lamps later, I realized that the material collected so far already filled up enough pages to make a single volume unwieldy. Chronoligically, it made more sense to divide the subject matter up into three parts rather than two.
Thus Volume I would set the stage, covering the following topics:
Volume II is the work at hand, addressing all of the major New York copper-foiled shade makers apart from Tiffany.
Volume III will cover the makers of Chicago along with those scattered across the rest of the country. They include:
Volume III will also feature chapters on authentication and on the electricals of the period—information which can be useful in dating old lamps.
All of this, of course, has failed to answer the original question of why Volume II came out first. The answer again is short. This section contained the information that collectors were most anxious to have. It also happened to be the closest to completion in terms of research, illustrations and text. Volume I is scheduled to follow sometime in late 2008, with Volume III wrapping things up a year or so later.