The Great Comet: Helene, Marya D., Natasha and Summaya Ali (ensemble/violin) wore wigs that closely matched their natural hair; other ensemble members, Mary and Sonya wore extensions (the latter two to help hide their mic packs).
OBC Harry Potter, of the 'Magnificent 7', Ginny (Poppy Miller), Ron (Paul Thornley) and Albus (Sam Clemmett) were unwigged. Hermione (Noma Dumezweni) and Harry (Jamie Parker) definitely wore wigs. I don't think James Snyder wears one tho...