W nomenclature (from the IAU and from unofficial sources)

Italics indicate farside features.
IAU nomenclature:
W. Bond (aka W.C.Bond)
W. Bond, Rima (see W. Bond)
Walker
Wallace
Wallach
Walter
Walther
Wan-Hoo (Van-Gu)
Wan-Yu, Rima
Wapowski
Wargentin
Wargo
Warner
Waterman
Watson
Watt
Watts
Webb
Weber
Wegener
Weierstrass
Weigel
Weinek
Weird (Apollo-14 site)
Weiss
Wells, H.G. (see H.G.Wells)
Werner
Werner-Airy Basin
Wessex Cleft (Apollo-17 site)
West (Apollo-11 site)
West, Little (Apollo-11 site)
Wexler
Weyl-/
Whewell
Whipple
Whiston, Dorsa
White
Wichmann
Widmannstätten
Widmannstatten, Rima (see link below)
Wiechert
Wiener
Wiener F
Wildt
Wilhelm
Wilkins
Williams
Wilsing
Wilson
Winkler
Winlock
Winthrop
Wöhler
Wolf
Wolff, Mt.
Wollaston
Woltjer
Wood-/
Wreck (Apollo-16 site)
Wright
Wróblewski
Wrottesley
Wurzelbauer
Wyld


Widmannstatten, Rima:
http://the-moon.wikispaces.com/Rima+Widmannstatten
Worm Rille:
http://the-moon.wikispaces.com/Worm+Rille
Unofficial nomenclature:
W.H.Pickering (William Henry Pickering) (Messier A)
Wagner (-428/ +212)
Wagner (Apollo-17 site)
Wagon Road (A-11 region)
Walden (Apollo-17 site)
Wall, The (between Diophantus and Mons Delisle)
Wally (or Vally) (IAU: Bilharz)
Ward (IAU: Protagoras)
Wasatch mountains (see Crisium, Mare)
Wash Basin (A-11 region)
Washbowl (nickname, Cassini A)
Washington (IAU: Aitken)
Wassenarii (IAU: Torricelli)
Watts (Kastner B)
WC (Apollo-16 site)
Weatherford (A-11 region)
Webb (IAU: Chaplygin)
Webb, Rima (east of Webb)
Wegener / Wegener-Apollo (Apollo-17 site)
Wegii (IAU: Pentland)
Weka crater (WSW of Helicon)
Welperi (IAU: Colombo?)
Wendelini (IAU: Maskelyne A)
Whale, the (Irregular Mare Patch n°15)
Wheatstone (ENE Engelhardt)
Whipple, Mount (La Hire Alpha)
Whitaker (+910/ -480)
White (IAU: Levi Civita)
Wien (Hertzsprung D)
Wilbur (Wilbur Wright) (Apollo-15 site)
Wilhelmi Lantgravii (IAU: Mee)
Williams (IAU: Lucretius)
Window (Apollo-15 site)
Wing, Vinc. (between Heinsius M and Wilhelm D)
Winthrop, Rima (on the SW part of Winthrop's floor)
Wisilii (IAU: Street)
Witkowski (east of Tiling)
Wittram (NNE of Fizeau)
Wolfgangi D. Neoburgi (IAU: Wilhelm)
Wolfii (IAU: Lindenau)
Wolverine (Apollo-15 site)
Wood's Spot (unofficial name, see Aristarchus Plateau)
Worm Rille (A-11 region) (see link below)
Wright (Licetus F)
Wright Brothers (Kiess and Widmannstatten)