I know this is going to upset many theatergoers but everyone on Broadway wears a wig. Mostly the females, but everyone wears a wig. Yes, even Laura Bell Bundy wears a wig in LEGALLY BLONDE and even Bernadette Peters wears wigs in all her shows. Most of the cast of A CHORUS LINE (including Charlotte d'Amboise) wears their own hair, but some are wigged. Regarding Sara Ramirez... though her natural hair looked similar to The Lady of the Lake, she wore a wig in the show.
Why? Per Bernadetter Peters -- its easier and more practical (especially 8 performances a week) to leave your wig behind and then its ready and styled when you get to the theatre for the next performance. No bad hair days AND it always looks the same.
NOTE: even Idina Menzel and Kristin Chenoweth wore wigs during their run in WICKED. Why? Read Bernadette Peters' explanation above.
Here they are curl-pinning Idina's long brown hair prior to putting the wig cap on her and then the long black Elphaba wig: