There is no right number. Volumes are just a way of dividing up a large body of information into manageable units.
A very brief encyclopedia such as the Columbia Encyclopedia, with many short entries, might consist of one volume:
http://en.wikipedia.org/wiki/Columbia_Encyclopedia
The 2007 print edition of the Encyclopaedia Britannicaconsists of 32 volumes:
http://store.britannica.com/jump.jsp?itemType=PRODUCT&itemID=822
The 2006 print edition of the World Book Encyclopedia has 22:
http://store.worldbook.com/wb/product.asp?sku=15056
An encyclopedia that specializes in a limited topic such as medicine or literature or religion might have a small number of volumes.
It all depends on the mass of information, how many pages it will take to print it (considering size of type, thickness of paper, page design, etc.), and how large a book a user is likely to want to handle.
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Encyclopedias come in many different sizes. There are encyclopedias with a single volume, and others that have 30 volumes or more - as well as many sizes in between. If something like the Wikipedia were ever to be printed out, it would probably take up several hundred volumes, at the least.
An encyclopedia typically has multiple volumes, ranging from one to over thirty, depending on the scope and depth of the information covered. Each volume focuses on a different topic or subject area to provide a comprehensive resource of knowledge.
At least 26: Sometimes, a certain letter of the alphabet needs more than one book.