I know Physx is implemented in UE 4, does anyone know what other Nvidia gameworks are supported? and if not, when?

Take a look here: You will need to have a github account and it needs to be linked to your UE4 account otherwise you will get a 404 error.

Currently VXGI and HBAO+, FLEX, WaveWorks, HairWorks, Turbulence. All still in development.

And for an all in one build (minus Turbulence for now) check out: NVIDIA GameWorks Integration - Asset Creation - Epic Developer Community Forums