An expression used when one has just had an extraordinary experience.

It implies that the experience was so phenomenal and moving, that it was powerful enough to remove your metaphorical wig from your head.
Kelly: "Have you heard Katy's new song?"
Kasheena: *listens to song*...."Where is my wig?!"
by Patient 404 February 6, 2019
Get the Where is my wig?! mug.