The iPhone OS basically works one way with iTunes on your PC as the reference and the files in your iPhone as a mirror.
When you download apps directly to your iPhone the next time you synchronize they should be available on your iTunes PC. If not use "Check for Available Downloads" under the "Store" menu on iTunes.
Also if you purchased the apps or files with another authorized computer with your iTunes account you can locate them physically and copy them to your computer. If the apps are not yours they wont work.
There is a way to get all the files from your iPhone in one sync. You wont be able to select specific files or apps. It will duplicate purchased files on your PC and will respect the ones not found on your iPhone. Also in my case it did not copied my music files not purchased on iTunes.
Do this with itunes 7.3 and you need to authorize the computer if not already in your iTunes account first.
1) Open iTunes. Hold down the SHIFT+CTRL keys on Windows while connecting your iPod to your computer and until you actually see your iPod shown in the iTunes list. This will work only with the entire library and you can't use it to select specific files.
2) Now you can use the “Transfer Purchases” under the File menu in iTunes to get all your files from the iPhone.