Heidegger’s original two volumes on Nietzsche have been translated and presented, in English, in a four volume set. There is a very handy website, called the HyperJeff Network, that offers a useful guide to understand the correspondence between the German and English editions.
German to English Editions
Here, first, is the German two volumes with corresponding English translations linked, again from the HyperJeff Network:
Vol. I, Nietzsche I. 1936-39:
Der Wille zur Macht als Kunst (1936-37) translated as The Will to Power as Art
Die ewige Wiederkehr des Gleichen (1937) translated as The Eternal Recurrence of the Same and the Will to Power
Der Wille zur Macht als Erkenntnis (1939) translated as The Will to Power as Knowledge
Vol. II, Nietzsche II. 1939-46:
Die ewige Wiederkehr des Gleichen und der Wille zur Macht (1939) translated as The Eternal Recurrence of the Same and the Will to Power
Der europäische Nihilismus (1940) translated as European Nihilism
Nietzsches Metaphysik (1940) translated as Nietzsche’s Metaphysics
Die seinsgeschichtliche Bestimmung des Nihilismus (1944-1946) translated as Nihilism as Determined by the History of Being
Die Metaphysik als Geschichte des Seins translated as Metaphysics as History of Being
Entwürfe zur Geschichte des Seins als Metaphysik (1941) translated as Sketches for a History of Being as Metaphysics
Die Erinnerung in die Metaphysik (1941) translated as Recollections in Metaphysics
English to German Editions:
Here, second, is the list of English translations of Heidegger’s works, that explains the correspondence the other way around, again from the HyperJeff Network:
Nietzsche I: The Will to Power as Art. Edited and Translated by David F. Krell, New York, Harper & Row, 1979. Contains: The Will to Power as Art (GA 43) Lecture course from winter semester 1936-1937.
Nietzsche II: The Eternal Recurrence of the Same. Edited and Translated by David F. Krell, New York, Harper & Row, 1984. Contains: The Eternal Recurrence of the Same (GA 44); Who Is Nietzsche’s Zarathustra? (GA 7)
Nietzsche III: The Will to Power as Knowledge and Metaphysics. Edited by David F. Krell, translated by Joan Stambaugh, New York, Harper & Row, 1987. Contains: The Will to Power as Knowledge (GA 47); The Eternal Recurrence of the Same and the Will to Power (GA 6); Nietzsche’s Metaphysics (GA 6)
Nietzsche IV: Nihilism. Edited by David F. Krell, translated by Frank A. Capuzzi, New York, Harper & Row, 1982. Contains: European Nihilism (GA 6); Nihilism as Determined by the History of Being (GA 6)
Chronological Table of Correspondence
Here is a useful chronology that also serves as a table of correspondence, again from the HyperJeff Network.