I can't find any information about when NSF announces the recipients of their postdoctoral fellowship awards. I'm specifically interested in the one for mathematics. I'd like to use this information to get a rough schedule for rolling applications.
In another answer, Zach H said that notifications for 2014 went out on January 14th.
In 2015, the date was January 26.
In general, the notifications are sent out a week or so before the coordinated postdoc deadline, the day before which most research universities agree not to require a decision on postdoc offers. http://www.ams.org/profession/employment-services/deadline-coordination/deadline-coordination This deadline changes from year to year, but it is always toward the end of January/beginning of February.
The idea is that people should have an opportunity to find out whether they've received the NSF before making any other decisions on postdoc offers, and if they were not one of the lucky few getting the NSF, then they should have at least a week to mull over their decision.
In 2014 I received an informal notice of rejection for an NSF postdoc in mathematics on January 14th, immediately prior to the Joint Meetings. Acceptance notifications were sent at the same time, though the formal decision was not posted for another eight days. I can't attest to whether this was typical.