After a password audit on a domain controller, it is critical to remove the wordlist.txt file. This file typically contains a list of passwords that were used during the audit to check against user accounts. Leaving it on the domain controller poses a significant security risk, as it provides attackers with a potential resource to exploit. The other files mentioned do not represent the same level of risk in this context: john.pot is associated with the password cracking tool John the Ripper, shadow is a file specific to Unix-like systems, and ntds.dit is the Active Directory database that should not be deleted under any circumstances.