Physics on GPU

I don't think I've seen freely available example code to do rigid body dynamics on the GPU. Havok and nVidia teamed up to develop this capability, but it is a commercial product and they won't give you access to source code for free or without signing NDA's. (Links below)

Havok FX
Havok FX interview

That said, you might dig around at some of the University of North Carolina @ Chapel Hill websites. I have seen some of their dynamics simulation that make use of the GPU in interesting ways, though I actually don't think they're doing the full simulation on the GPU, only deformations that enable rigid bodies to be rendered like soft bodies. And...they too might not give source code, since this is part of ongoing research that they might try to commercialize at some point.

Dynamic Deformation Textures

Dynamic Deformation Textures Webpage

There is currently a discussion on the Bullet forum along with some sample code of Steve Baker:

http://www.continuousphysics.com/Bullet/phpBB2/viewtopic.php?t=500

That's a very interesting thread, Don, thank you for posting it.