http://www.demo-it.net/nintendo-wii-headphones/
Wireless Nintendo Wii sound?
Is it possible to have wireless sound in a Nintendo Wii, microphone or headphones, without having to connect through USB audio or contacts.
You have to connect some type of transmitter. The Wii does not transmit sound wirelessly itself just not much does.
Ear Force W3 – Nintendo Wireless Wii Headphones