I puzzled as to the benefit of an extremely expensive and sometimes uncomfortable wig, as opposed to a scarf. Every other head-covering group I can think of wears some kind of non-hair (as it were) covering.
Is there something in Jewish history or theology - as opposed to Christian, Moslem, or none-of-the-above - that makes wigs the thing?
I have a photograph of my great-great-grandmother, wearing a bristly, horsehair wig (circa 1880).
I think this custom originated in the 18th century, in imitation of the gentile nobility who wore wigs. There is an old illustration of Lady Judith Montefiore (about 1850) wearing an elegant wig. The custom of Jewish women wearing wigs was widespread by the 1800's.
Illustrations of Jewish women in previous centuries show them wearing veils or head scarves.
Gluckel of Hameln, a 17th-century Jewish woman, wrote about wearing a "wimple" but mentioned "peruke" as something worn by gentiles.