Going through my lists, I find the following entries for "Sheherazade":

Residence organ rolls: Aeolian Duo-Art, Moller Artiste, Estey, Artona,
  and Kimball Soloist -- no titles

Welte Philharmonic rolls -- Sheherazade, Movements 1, 2, 3 & 4:
  rolls 1839, 1840, 1841, 1842,

Skinner Automatic rolls:
  Sheherazade, Andantino, roll 283 or 562
  Sheherazade, Movement 1, roll 356 or 704
  Sheherazade, Movement 2, roll 362 or 712

Skinner rolls 704 and 712 were digitized by Terry Smythe, but only in
the original format.  I can decode them partially, but that will work
only if you want a MIDI version.  For piano, look for the Ampico rolls.

Ampico reproducing piano rolls:
  "Sheherazade, Op 35", 4-roll set: 60553, 61083, 61093, and 61383

Perhaps someone else can look for Duo-Art and Welte piano titles.

Craig Williams
Scotts Valley, Calif.

 [ The Duo-Art Rollography by Chas. Davis Smith shows --
 [   Duo-Art 7001-4  "Sheherazade" Fantasia Arrangement from the
 [   Symphonic Suite by Rimsky-Korsakoff (transcribed by Prokofieff),
 [   played by Serge Prokofieff (5/26)
 [ -- Robbie