It is finished. The last book just came out in November. There are 11 full-length novels in the series (most of them being 700 pages or more) and then there is one novella called Debt of Bones, which is more of a prequal to Wizard's First Rule.

Goodkind said that he's done with that series, but he hasn't ruled out writing about the same characters in different adventures again. So here is to hoping we get more Richard down the line!

The books are:

Wizard's First Rule
Stone of Tears
Blood of the Fold
Temple of the Winds
Soul of the Fire
Faith of the Fallen
The Pillars of Creation
Naked Empire
Chainfire
Phantom
Confessor

and the novella, Debt of Bones