We gave the dog a ham bone. She loved it. Nothing is left except the bone, which she still chews. Slowly, it's wearing down, and I think she's eating it.... is that ok?

According to my vet (well, my dog's vet) and a few pet sites, if it is cooked, it could splinter.
Ham bones are usually okay compared to beef or poultry bones or the smaller bones on chops and steaks which, if cooked, should never be given to dog or cat.
My pup has been eating ham bones (cooked and uncooked) for years with absolutely no ill-effects.
In fact, my dog sits patiently in front of our oven for hours while the ham is cooking because he KNOWS there's a bone a-comin'!

Mr(hammer time)Sensitive

I mean, the actual bone. It is ok to eat it?

Yes, the actual bone. To the best of my knowledge and the knowledge of others, it is OK to eat it. Puppies love the marrow.

Mr(boning up on the issue)Sensitive