http://bugs.winehq.org/show_bug.cgi?id=25590
--- Comment #11 from Austin English austinenglish@gmail.com 2013-06-11 23:27:29 CDT --- The bug in the summary, "PhysX: Uninstaller says that it installs app instead of removing it" is still present in wine-1.6-rc1-18-gb82a5ab.
When you finish, the directory is gone from Program Files. Grepping for nvidia/physx shows no files in ~/.wine/drive_c. The entry is also gone from the uninstaller list.
So this appears to be the only bug left, at least from the comments listed here.