The lack of an answer for this question bothered me so much that I spent over an hour trying to find the names of the commonly mentioned "short stories and plays" Hurst wrote during his time as a banker. To no avail, I found nothing mentioning any other texts Hurst wrote or published.

That said, I did come across something interesting which I wanted to share. It seems that opera composer Stefan Weisman and librettist (the person who takes a written text, like "The Scarlet Ibis" in this case, and makes it into an opera) David Cote were so impassioned by Hurst's story that they created an opera based upon his writing. Rewritten from the first-person perspective of "Brother," the writers used a third-person narrator. For some, it seems, this took away from Hurst's symbolism, yet according to the article, show the "brother’s cruelty and Doodle’s moral and emotional triumph over it [as] much more explicit." The link for the article has been provided below.

If nothing else, Hurst's primary remaining text possesses so much importance that it is included in many school-aged text books and has influenced an opera.

In some ways, "The Scarlet Ibis" author is a bit of a one-hit wonder.  He did write other short stories and a play, but only one was nationally recognized and is widely anthologized.  You can read more about him here: http://www.enotes.com/scarlet-ibis/biography .  You are right, there is very little about him online and no mention of the names of the other stories or the play.  They must not have been very memorable.