This chart doesn’t count the new YA award, nor the various movie Nebulas, nor the Grand Masters.
Connie Willis and Greg Bear are the only three writers to win at least one Nebula in each of the four length categories (novel, novella, novelette, and short story). Willis as two for short story (1982 and 1992), two for novelette (1982 and 1989), and one each for novella (1988) and novel (1992). Bear has one each for short story (1986), novelette (1983), and novella (1983), and two for novel (1994 and 2000).
One of Gregory Benford’s (1974 novelette) was for a co-written story, with Gordon Eklund.
Ursula K. Le Guin’s six include four for novel, in 1969, 1974, 1990, and 2008. The last, for Powers, came five years after she was named Grand Master. Clifford D. Simak and Jack Williamson are the only other Grand Masters to win Nebula Awards after winning the Grand Master. Simak was named Grand Master in 1977, and won the short story Nebula (for “Grotto of the Dancing Deer”) in 1980. Williamson was named Grand Master in 1976, and won the novella Nebula (for “The Ultimate Earth”) in 2001.