I'm looking at a great provider but she has shorter black hair.  Are wigs a thing providers wear?  Is it rude to ask if she can wear a long blonde wig?  Is that a common request providers get?

We don't know if the provider in question is willing to wear a wig or not. There are providers that wear wigs for various reasons so it isn't out of the question. This provider might be offended or might be game. You just have to ask. However it might just be easier to book someone who has blonde hair.

I have lots of wigs. Ask the provider is always best. I would not be offended. If you buy the wig even better.

keep in mind, that a wig will generally mean hands off her hair/head.

To me, that is bigger than asking a girl to wear her hair a certain way. I have requested that, on a few occasions, but those were with women I had met previously so I had a chance to judge their personality before asking.  
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My gut tells me that most women would not honor that request prior to a first meeting with some of them flat out ghosting you. But I guess it doesnt hurt to ask if it means that much to you. The worst she could do is say no.

I don’t think I would ask someone I never met. A regular would wear one once in awhile during roleplay 😈

I wondered about that.  Probably a waste if I can't fool around with her hair.

Ok, so the chick you're interested in is the total opposite or what you'd like, in the hair department. You say she's a "great" provider. right? And you know how?
Is she reviewed? If yes, are they "happy", "fun" reviews? If yes to all...just ask her. She might get a kick out of it. What can she say? "No"??
Just ask her.

Yes she has great reviews, is perfect physically (especially boob size) and in terms of price.  She is part of a group I have used before with great success.  

Then I wouldn’t ask. The booker will most likely blow you off and your request will be ignored  
Againi, if it is the “group” I think it is, then they have a few long haired blondes in their stable  
Good luck

Several times I have asked providers to take off the wig. They so much better in their real hair than with the wig on. Also some of the wigs can scratch your face and don't smell right.

"I really want to see you, but that ugly short black hair makes you look like a stupid dork. Will you wear a wig?"  
Probably NOT a good approach.
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"You remind me of my [ex-wife; HS classmate who treated me like shit; my 9th Grade English teacher; ...] except she had long blond hair. Will you wear a wig?"
Her thought balloon: "Yikes! This guy is bonkers! ...]" "I'm sure she is very memorable to you but a wig makes me very uncomfortable [when I'm wearing it to please some nut job!]. I'll have to pass."
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Regarding added expense: You can bring a wig or pay her to buy a wig. Keep in mind that there are $10 Halloween costume wigs made of cheap nylon or other cheap material. And then there are wigs that will set you back a few hundred dollars. And everything in between. Make sure you agree on what kind of wig and how much you will pay.  
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Which long blond hair are you looking for? Taylor Swift, ZZ Top, or maybe Cousin Itt?  
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If everything is normal, it shouldn't hurt to ask. But since you do not know her, you don't know what thing will trigger a strongly negative response. If she was an indy who tells you never to call her again, that's one down. Since this is an agency that you use, you don't want to get yourself banned by the whole agency.  
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Be diplomatic. "Tread lightly but carry a long, blond wig" ... in case she says yes.

girl who saves to wear a Merkin.  

What if underneath the wig they have shaved head....  Generally speaking girls with nice hair are less likely to wear wigs..

I found out because I'm one of those "loves to run his fingers through your hair". kind of guys, and I pulled her wig off.

I remember a story from MANY years ago about the Royal Guard at Buckingham Palace. I think it was like a Candid Camera movie clip shown on TV (maybe on Candid Camera itself?). The RGs stand perfectly still and do not respond or react to attempts to distract, disturb, or disrupt their statue-like composure.  A woman approached the RG, tried a few polite moves without success (i.e., she set a low baseline) and then -- She yanked off her wig to reveal her shaved head beneath and the RG broke out in doubled over laughter.  
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It was not reported if she was a touring Provider who met with the RG as a client and pulled the same trick in the room. mrfisher: Were you ever a Royal Guard at Buckingham Palace? Was that you?

If you frame it as cosplay, the request will go over much better than asking her to directly to put on a wig. It would help if you have a reason why, that's more than just you like blondes.

That's great advice!

I'm really into hair and it would be foolish of me to request a wig if I can't run my hands (or another body part) through it.  I will definitely find someone else.

Most of the time if they are bald they will have a bald picture.  Some guys are into bald women. If the women is really attractive the baldness can be sexy too.

never hurts to ask if done respectfully.    most top ladies have an assortment of wigs as your request is not unusual.  

Saves what?

I love wigs, as a hairstylist..I’ve mastered putting them on so they stay! Role playing..fantasy..it’s all about of the gig. But like many things..some providers will some will not. Don’t be afraid to ask them!  

It's good that you put them on properly. One that I saw the wig was not put on properly. I had never seen hands snatch so fast to put it back on lol.