Xenoblade Chronicles is out in English right now, but Nintendo of America doesn't seem keen to let North American's play it, so they can't. Not unless they import a copy from Europe and follow Joystiq's guide for soft modding Nintendo's Wii to play imports.
Joystiq's step-by-step guide takes Wii owners through installing the Wii Homebrew Channel (it's an ever-changing process), installing a custom OS to run the game, and even takes things a step further, explaining how to set up the Wii to run games directly off a USB hard disk. They've even got some suggestions on where to import a copy of what many are calling the greatest Japanese role-playing game of the current generation.
Of course there are caveats here. You're messing with your Wii system software, for one, and there's always the chance you could screw something up. And while the article reminds Wii owners time and time again how horrible piracy is, the process does allow for the downloading and playing of games from the internet without a physical copy.
But if you've got the self-control and the means to purchase an imported copy of Xenoblade Chronicles, this is definitely one way to do it.