[jfengel]

Etymologically, "Wales" is already plural. The root is "wealh", meaning "foreigner" (and before that, a tribe who lived in the region). "Cornwall" contains the same root.

Of course in this case "Wales" is its own word, independent of its etymological root. Since it's an English word, you pluralize it the same way you would any other word ending in s: "Waleses".

The same construction applies to the founder of Wikipedia with his family: The Waleses.