Wolfgang- probably him sitting somwhere in the circus and having flashbacks about his time in military. That'd explain why he has so many phobias
Wendy- probably how Abigail looked like and how she died. Maybe Klei'll also finally confirm her age.
Wx-78- probably a 1st person p.o.v. of Wagstaff making him and sending him to Constant.
Wickerbottom- most likely her life as a librarian and how library caught fire. Maybe we'll get some only-audiance-knows kind of tension if it's Willow who burned it down.
Woodie- how he got his curse and Lucy, the sentient axe. Most likely cut down a tree that he shouldn't have cut down.
Wes- his life as a mime and how he annoyed Maxwell All the terrible things that he commited and his story as a Mime-God
Wigfrid- her life as an actress and how she turned into a valkirie
Webber- how he got eaten by a spider, obviously
Maxwell- (his would be one before last)- The story of how he tricked/kidnapped each survivor. Every previous cinematic would prepare the ground for Maxwell's.
Wilson- (the last one)- Everything that happened after Maxwell's death and before Charlie's arrival. Maybe we'll get to see Them finally.