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Iain M. Banks only ever published one collection of short stories. Do we know if he left any short stories unpublished or have any come to light since his death?

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As far as we know, there are no strictly unpublished short stories anywhere, no.

However, there are two short stories The Secret Courtyard and The Spheres, which were published only in a run of 500 chapbooks at the 2010 Novacon convention in Birmingham.
These are excerpts that were cut from Matter and Transition respectively, during the editing process for those novels.

The ISFDB has more details here.

Given the extremely limited print run, these are very hard to come across.

Additionally, there is a book title The Culture: Notes and Drawings, which is currently scheduled to be published in February 2020. This will contain, as the title suggests, some of Banks's drawings and further world-building notes and essays related to the Culture. Whilst we don't have full information about it, it is conceivable that it may contain further unpublished stories or excerpts, if they exist.

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There is material held by Iain's Estate. I am not sure who has effective control of that material. For example his unpublished novel O. There were apparently notes for an unwritten Culture novel too which he had intended to pass on to Ken MacLeod to potentially write but sadly passed without doing so. I am sure he had many other ideas sketched out, works in progress and short stories he was working on. It's possible he gave instructions for it not to be released, or to be released only under certain conditions. It would be very useful for those engaged in literary criticism to have access to such a valuable trove of material.

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    Hi, welcome to the site. You could improve this answer by editing it to explain how you know that there's unpublished material held by IMB's estate, and citing your source/s. Jul 8, 2021 at 18:36
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    If there was unpublished work-in-progress how do you know it wasn't destroyed like Pratchett requested his works to be?
    – DavidW
    Jul 8, 2021 at 18:48
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    @hiro can you elaborate on the unpublished novel O please. Where did you here about it?
    – skyjack
    Jul 15, 2021 at 0:34

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