Wag the Dog: diverted from something of more importance to something of lesser importance.
Example: Concentrate on the wagging the dog.
Water under the Bridge: happened in the past, cannot be undone, and can no longer be a consideration.
Example: We could not bring our disagreement but that's water under the bridge now
Wear Your Heart On Your Sleeve: is not something that you want to do, or display one's emotions openly
Example: You'll never be a good card player if you wear your heart on your sleeve.
When It Rains, It Pours: one bad thing happens, followed by a lot of other bad things
Example: Tom had a terrible accident. Then, his wife had a heart attack. Really when it rains, it pours.
When Pigs Fly: express that something is highly unlikely ever to happen
Example: My children asked me to go on a two month vacation. When pigs fly!
Whole nine yards (or the whole nine yards): Everything that is relevant
Example: When I eat Mexican food, I like to have fajitas, bean dip, guacamole - the whole nine yards.
Wild and Woolly: very wild or without order or control
Example: Analysing risk has been getting more difficult because of given the wild and woolly wholesale market trend.
Wine and Dine: when somebody is treated to an expensive meal.
Example: Company has wined and dined clients in dinner party, promoting our image of achievement and success.
Wouldn't be caught dead: would never like to do something
Example: I wouldn't be caught dead eating this food. Its smell and taste are very similar.