WEG may refer to:

• FEI World Equestrian Games
• Water Equivalent to a Global layer, a measure of a theoretical water height on a terrestrial planet, if all water ice would become liquid
• WEG Industries, the largest Latin American electric motor manufacturer
• Weg!, travel magazine
• West End Games, publisher of roleplaying games
• West End Gang, notorious Montreal Irish band of hoods.
• West End Girls, song by Pet Shop Boys
• 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 Education Games, a global online competition focused on mathematics, science and literacy
• World's End Girlfriend is a post-rock/electronica musical project
• Württembergische Eisenbahn-Gesellschaft, a railway company in Germany

Weg! (literal English translation: Away!; title of English-language version: Go!) is an Afrikaans language outdoor and travel magazine. It was first published in April 2004 and is owned by the Media24 division of Naspers. The magazine focuses on affordable destinations in South Africa and the rest of Africa.