Note: Many of the entries here will eventually become full-length posts. Some are rough and have not been fully researched. If you have any corrections or would like to add anything, please comment.
Wait for the other shoe to drop: to wait for something to happen, especially an event precipitated by someone one has done earlier.
Water under the bridge: something that is unimportant and worth forgetting or forgiving.
Ways: informally, sometimes a singular noun meaning way or a long way—as in, we still have a ways to go.
Wheelhouse: where one’s greatest strength lies.
Whereby: through which or according to which.
(The) whole nine yards: Completely, in every possible way. The exact origins of the idiom are mysterious, but it dates from the middle 20th century.
Willy-nilly: It used to mean willingly or unwillingly or without consideration for those involved. It now usually means without a plan.
Wiseacre: (1) a person who wishes to seem wise; (2) sarcastically, a wise person.
With all due respect: a gentle way of signaling that you are about to say someone is very much mistaken. It’s overused.
With that having been said: wordy. Consider whether you need it at all. If you do need it, try with that said or just that said.
Withal: archaic for despite everything to the contrary or besides.
Withitness: the state or quality of being with it—i.e., aware, knowledgeable, and perceptive.
Wonder vs. wonderment: Wonderment has no meanings of its own and may always give way to wonder.
Writ large: Writ is an archaic variant of written. In modern English, writ large is figurative for prominently exhibited or carried out.