WEG may refer to:
- FEI World Equestrian Games
- Weg!, travel magazine
- WEG Industries, the largest Latin American electric motor manufacturer
- West End Games,publisher of roleplaying games
- West End Gang, notorious Montreal Irish band of hoods.
- West End Girls, song by Pet Shop Boys
- Wicked Evil Grin
- William Ellis Green, Australian cartoonist
- William Ewart Gladstone, British Prime Minister
- Woodbine Entertainment Group, horse racing operator located in Canada
- World e-Sports Games, a major league of esports
- World's End Girlfriend is a post-rock/electronica musical project
- Württembergische Eisenbahn-Gesellschaft, a railway company in Germany