Reeve didn't wear a wig in 1 and 2, he wore a wig in 3 and 4 because he had an allergic reaction to the black hair dye in 2.
Kinda crazy, because im one of the biggest Reeve's fans and always thought he looked a little different/weird in 3 and 4. I just always related it to age and a much less production budget.
I also just watched a "Mistakes in Superman films" on YouTube, and in one scene in Sups 4 you can totally see the wrinkles where the wig meets his forehead.