You can go to the sites http://www.physxinfo.com and http://www.gamephys.com for info about specific engines, news, and events related to PhysX. if you, like me, have already done that and are ready to start implementing PhysX in your own engine or someone else’s read on.
Unreal Engine 3 Specific PhysX Video Tutorials
Nvidia PhysX for Developers page
PhysX Features for Developers