According the the Wikipedia page, the second generation proof is up to at least nine volumes: six by Gorenstein, Lyons and Solomon dated 1994-2005, two covering the quasithin business by Aschbacher and Smith in 2004, and one by Aschbacher, Lyons, Smith and Solomon in 2011. However, this latter book is really just the second part of an outline of the proof, the first part of which was written by Gorenstein in the 80s (the reason for the delay is, of course, that the quasithin case hadn't actually been settled at the time of the announcement of completion). Hence the last update on the second-generation proof is really 2005.
With the recent formal proof in Coq of the Odd-order Theorem, it would be good to know where the traditional proof is up to.
EDIT 6 August 2013: Any news as to the completion of that seventh volume as mentioned in the comments?