App Files on Mac OS X - Visual Studio Code
To completely remove Visual Studio Code you should delete the following files and folders:

/Applications/Visual Studio Code.app  
/private/tmp/VSCode Crashes  
~/.vscode  
~/Library/Application Support/Code  
~/Library/Caches/Code 
~/Library/Preferences/com.microsoft.VSCode.*  
~/Library/Saved Application State/com.microsoft.VSCode.savedState


monitored with fseventer (OK it's a 404, but the domain still exists)