This is a known issue: http://trac.wxwidgets.org/ticket/14523.
The wxPython installer was created with an ancient package building tool that is no longer support. The workaround is to install from the command line:
sudo installer -pkg /Volumes/wxPython2.8-osx-unicode-2.8.12.1-universal-py2.7/wxPython2.8-osx-unicode-universal-py2.7.pkg/ -target /
The output I got from this was:
installer: Package name is wxPython2.8-osx-unicode-universal-py2.7
installer: Installing at base path /
2013-06-27 00:23:38.157 installer[9373:5a03] Package /Volumes/wxPython2.8-osx-unicode-2.8.12.1-universal-py2.7/wxPython2.8-osx-unicode-universal-py2.7.pkg uses a deprecated pre-10.2 format (or uses a newer format but is invalid).
installer: The install was successful.