Agree on Anasazie with Zabriskie Point. One of my Top 20 films.
From "recent" Wenders I've only seen Million Dollar Hotel which I liked very much, The End of Violence which was very good imo, and Buena Vista Social Club, also good, though not as strong. The short on the compilation didn't impress me very much.
I don't know if he's lost it, although he is nowhere the man who made Paris, Texas (another of my Top 20).