About wigs....

A wig is a head of hair made from horse hair, human hair, wool, feathers, yak hair, buffalo hair, or synthetic materials which is worn on the head for fashion or various other aesthetic and stylistic reasons, including cultural and religious observance. The word wig is short for periwig and first appeared in the English language around 1675.

Marie antoinette was well known for her hair pieces and wigs. There is a very good modern day film about her the link below shows you the trailer to the film

http://youtu.be/1WjsqVwWyrI

Wigs are used for diffrent look such as drag, different period looks, different colour/style or you could just add a hair piece to give you more volvume or a better style.