I am replying to SERIALST because I think this is a question of
general interest, and I would like to see others' answers as well.

        Supplements come in such variety that often it is a judgment call for
each occurrence.  However in general, the types you describe (with volume
number of parent serial, with or without issue number) would most likely be
shelved with the serial.  In the case of periodicals, where several issues
are eventually bound, the placement of the supplement may depend on the
page numbering -- if it does not fit into the numbering of the regular issues,
it will be bound at the back of the volume.

        If the supplement has its own distinctive title, or if there are a
series of them and they have their own numbering (Supplement 1, 2, etc.),
or if the supplement is quite different in content or form from the regular
issues, these would be reasons to catalog them separately.

        Annalisa Van Avery, SUNY at Albany  av691@albnyvms