In 2008 Castle Zagyg: The Upper Works box set was published. It was co-authored by Jeffrey Talanian, as Gygax was in ill health at this point. My understanding (perhaps incorrect) is that Talanian was using Gygax’s notes and consulting regularly with him on the overall development of the dungeon, not just the initial box set.
To my relief, Castle Zagyg: The Upper Works was reasonably well-done. I still own it and think that it’s a solid product. (For an informative and interesting PDF review by Greyhawk expert Grodog, go here.) But tragically, Gygax passed away in 2008, and the license for CZ subsequently was pulled from TLG. My understanding is that there was enough material completed by this time to produce further products in the line, but none of it would see the light of day.
You can read the announcement from the TLG here.