O'Connor announced her retirement on July 1, 2005. This kept with the tradition of allowing the President and Senate the summer to complete the nomination and confirmation process.
Here is another interesting bit of history, just to dispel some of the angst associated with feeling the urge to have an odd number of Justices on the bench.
Congress determines the number of justices on the Court. There have been nine justices on the Court since 1869. There were originally six until 1807 when a seventh justice was added. In 1837 an eighth and ninth were added with a tenth in 1863. The Judicial Circuits Act of 1866 called for the removal of three seats as justices retired. This act was passed to deny President Andrew Johnson from making any Supreme Court appointments. One seat was removed in 1866 and a second in 1867. Before a third seat was removed, the Congress passed the Circuit Judges Act of 1869 restoring the number of seats to nine. Since 1869, the Court has been kept at nine, both for political reasons as well as practical necessity. Subsequent attempts to change the number of justices have since been rejected.http://www.answers.com/topic/supreme-court-of-the-united-states
http://www.foxnews.com/story/0,2933,162989,00.html
On December 31, 1974, while on vacation in the Bahamas, Douglas suffered a debilitating stroke. Severely disabled, Douglas nevertheless insisted on continuing to participate in Supreme Court affairs, despite his obvious incapacity. In one of the most wrenching episodes in Supreme Court history, seven of Douglas's fellow justices voted to put any argued case in which Douglas's vote might make a difference over to the next term. At the urging of his friend and former student Abe Fortas, Douglas finally retired on November 12, 1975, after 36 years of service. While President Gerald Ford was gracious upon Douglas's retirement, the irony is inescapable that his most bitter political enemy was allowed to name his replacement on the Court.
June 18, 1981
Dear Mr. Justice:It is with the deepest regret and appreciation for your long and outstanding service to our Nation that, at your request, I accept your retirement as Associate Justice of the Supreme Court of the United States, effective July 3, 1981.
http://www.reagan.utexas.edu/archives/speeches/1981/61881a.htm
June 17, 1986
Dear Mr. Chief Justice:It is with great regret that I today accept your retirement as Chief Justice of the United States, effective at the conclusion of the Court's current Term. Your service on the Court, extending over 17 years, has set a high standard for your successors, and you leave with the gratitude of the Nation you served so well.
http://www.reagan.utexas.edu/archives/speeches/1986/61786d.htm
June 26, 1987: The departure of Lewis Powell was announced from the bench by Rehnquist on the last day of the term. Powell held a noon press conference. He did not notify the White House.After Justice Lewis Powell retired on June 26, 1987, it took until Feb. 18, 1988 before Kennedy could be sworn in as his successor.
http://msnbc.msn.com/id/9615429/ <- for 2nd statement only
July 20, 1990: William Brennan announced his immediate retirement in a letter to the president and a statement was released at 7:40 on a Friday night.
Justice Marshall had often said that he did not plan to retire, so his decision at the end of the 1990-91 term took both the Court and the country by surprise.One person familiar with the Court recalled that when Justice Marshall informed his colleagues of his plan, at the Justices' final private conference of the term, even the members of the Court who had clashed with him long and often on matters of law and policy were deeply moved. Exclaiming "Oh, Thurgood!" Chief Justice Rehnquist embraced Justice Marshall in a bear hug. Justice Sandra Day O'Connor wept.
Justice Marshall, a few days shy of his 83d birthday, gave health as the reason for his retirement. At a news conference the next day he was asked, "What's wrong with you, sir?"
"What's wrong with me?" Justice Marshall replied. "I'm old. I'm getting old and coming apart."
When he announced his retirement March 19, 1993, effective at the end of term, he was in many respects at the height of his powers and enjoying good health. He could have continued to serve for several more years.
Blackmun announced his plan on April 6, the following year [1994], though he had alerted then-President Bill Clinton the previous New Years Eve.
Thank you for your research yet again. Great, great job.
If you end up looking up retirement letters, I would appreciate a ping.