Uninstall Docker when installed via curl

For older versions of docker installed via curl

sudo curl -sSL https://get.docker.com/ | sh

You can remove docker with

sudo apt-get remove --auto-remove docker #Removes docker and dependencies
sudo rm -rf /var/lib/docker #Removes all data 

Edit: 05/2018: For newer versions according to online documentation

$ sudo apt-get purge docker-ce

To remove images, containers, volumes, or customized configuration files on your host that are not automatically removed

$ sudo rm -rf /var/lib/docker