Can I download Wii games online? More people prefer to download wii games online than buying in shops around because they can almost find any games they want in the internet while the shops around may not provide such a wide variety of games. Downloading Wii games online is much cheaper than buying Wii game after game from the shops. Nintendo Wii is a awesome gameplay console supported with modern unseen piece of controllers with a very vast range of games, however, keep buying these games might be very expensive to you in the long term.