You have to queue the rest of your request for it to work.
var elems = $(parentSelect).nextAll();
var lastID = elems.length - 1;
elems.each( function(i) {
$(this).fadeOut(200, function() {
$(this).remove();
if (i == lastID) {
$j(this).queue("fx",function(){ doMyThing;});
}
});
});