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For instance:

Object moving:

  1. Who do you think that John saw t? (correct)
  2. *Who do you wonder that John saw t? (incorrect)

Subject moving:

  1. Who do you think t saw John? (correct)
  2. *Who do you wonder t saw John? (incorrect)

Adjunct moving:

  1. Why do you think that I left t? (correct)
  2. *Why do you wonder that I left t? (incorrect)
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Wonder takes an embedded interrogative complement with its own internal trace:

You wonder who John saw t.
You wonder who t saw John.
You wonder why I left t.

When you front that wh- you're asking it to do double duty, in both an external interrogative and the embedded interrogative: in effect it's standing for itself rather than for the trace!

ADDED:
It's the interrogative role of the wh- complement which prohibits this movement. Note that this pair sustains the movement, because the original wh- clause is deployed not as an interrogative but as a pronominal:

I know who saw John. ⇒ okWho do you know saw John?

But this pair doesn't, because the original wh- clause is interrogative:

I'd like to know who saw John. ⇏ Who would you like to know saw John?

Some grammarians distinguish these two uses of the wh- clause as 'embedded questions' and 'free' or 'fused relatives'. I don't, because the internal structure of the wh- clause is identical; but the difference in the external syntactic roles justifies a distinction at that level.

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  • Thank you! In addition, are there other verbs that also act like 'wonder'? Is there any way we can identify them?
    – PolkaDot
    Jun 21, 2017 at 6:23
  • In 'I wonder if she ate' , there doesn't seem to be an embedded interrogative complement but the phrase makes sense. Is there some logic to this exception? @StoneyB
    – PolkaDot
    Jun 21, 2017 at 6:34
  • 1
    @ToInfinityAndBeyond See my addition. The if in I wonder if she ate has the force of whether. Jun 21, 2017 at 9:57

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