In my experience, nichrome resistors (that aren't made intentionally badly, i.e. a maximal inductance construction) have a crossover frequency around a MHz, give or take. This isn't quite a material property (it depends on geometry), but it's proportional to it: conductivity is in units of S/m, while permeability is in units of H/m. The product of these units is s/m^2, an odd thing, but I think that might be saying something like, the time constant per total winding area (i.e., solenoid cross sectional area * turns, give or take a geometry factor because the turns aren't perfectly coupled).
Which is why copper has a low crossover frequency (typically ~10kHz), making even short lengths of copper a poor choice for low value shunt resistors, when any kind of AC is involved. Whereas copper inductors are quite good at modest frequencies (if Q ~ 1 at ~10kHz, then Q ~ 100 at ~1MHz?).
I suppose one should expect noninductive types to be maybe 1-10 times higher in crossover frequency. The 1 includes low-ohm types that are straight (axial) wires embedded in cement; there's no such thing as a noninductive construction in that case, so don't waste your money.

Better construction (Ayerton-Perry) non-inductives probably have an even better ratio than 10, but the winding is denser (high resistance --> high inductance) to begin with, so the construction has "more to fix", so to speak, than usual.
Bifilar non-inductive construction isn't very good, because at best, it makes a parallel pair transmission line, which still has inductance between the leads. That said, this can be made quite good if the characteristic impedance is matched to the DC value, plus something or other about termination at the shorted end. It's noteworthy that the thermal distribution will be poor at higher frequencies, because the resistor acts like a length of really lossy transmission line: the AC goes in, decaying exponentially along the way, roughly in terms of wavelengths.
Thick film (ceramic substrate, heatsink required) types are generally quite good, and can be made out into the GHz (of course, those fancy ones you have to pay for). The main downside for common types (e.g., TO-220 style) are lead inductance and unspecified package capacitance, which may lead to worse behavior in the 100MHz+ range.
So... ahem... for audio applications, yeah, don't worry about it.

Tim