This is a great question we get very frequently! Here are a few pieces of advice:
We have not heard from anyone having an issue with going through an x-ray, MRI or CAT scan wearing their wig, however, my best advice would be to confer with your dentist, doctor or imaging technician beforehand and bring a soft beanie just in case.
Oftentimes doctors/dentists will ask their clients to remove metal jewelry and piercings before x-rays because the objects can appear in the x-rays and cause some confusion or an obstruction.
The same goes for MRI's in this case.
While your wig won't necessarily fly off when in the MRI or even the room, there is always a chance it will "pull". This is the reason everyone going into the room or around the machine is not allowed to wear metal (jewelry etc.). If you are going be in the room or around the machine that you wear a scarf or something to tie the wig down at that moment.
Going through TSA and the airport shouldn't be an issue either. Both Heather and I have worn wigs through the airport and have never had any issues. 😊
The best piece of advice: When in doubt bring a beanie or scarf just in case!