I think part of it has to do with the crowd? At Wimbledon, he's got the home crowd behind him (mostly!) and I think he's said on occasion the crowd has helped him to win some matches.
I hope he wins Wimbledon someday!! Or ANY Slam! Maybe Annaconne can work some magic?
It has to be the surface. Wimbledon is 1 of 3 or 4 tournaments played on grass. This means that few players are comfortable on it - Sampras, Tim, Federer, Hewitt, Ivanisevic etc so Tim is extremely hard to beat.
But on hard courts and clay, so many more players can play well on these surfaces, so Tim has less of a chance to get as far as he does at Wimbledon.
I hope this makes sense...