http://bugs.winehq.org/show_bug.cgi?id=12557
--- Comment #27 from Alexander Dorofeyev alexd4@inbox.lv 2008-05-02 08:35:05 --- (In reply to comment #26)
Likely my latest patch (http://www.winehq.org/pipermail/wine-patches/2008-May/054435.html) fixes the issue. Basically DirectDraw never requested a depth buffer. Before it worked because WineD3D was only able to use a single pixel format and on that one we always had a depth buffer.
I think this could be a separate issue - CheckDeviceFormat failing for D16 because only 24/8 depth/stencil is available. Anyway, since your fix is in git it should be easy to find out now - by simply updating git.