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The "W Towns" are a group of adjacent, very affluent towns west of Boston (beginning with the letter W), namely Wellesley, Weston, and Wayland, hence the term "W Towns." The posh Waban neighborhood of Newton, itself the wealthiest city, as opposed to town, in Massachusetts, is sometimes considered to be a "W Town." Waban is just across the Charles River from Wellesley.
Another community beginning with W, the City of Waltham, while bordering Weston and geographically close to Wellesley and Wayland, is NOT one of the W Towns. This is due to Waltham's comparatively middle-class nature.

Waban, the most-affluent neighborhood in Newton, is NOT to be confused with Woburn, a middle-class city about 10 miles to the north-east.
by DFJD August 28, 2006