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Why Do Languages Change? (2010) by R. L. Trask. p. 13.

    Changes in pronunciation can happen with considerable speed. Consider /hw/. Historically, English had a number of words beginning with the sequence of consonants /hw/, curiously spelled <wh> since the Middle Ages. This sequence was pronounced very differently from plain /w/, and so whine sounded different from wine, whales from Wales, which from witch, where from wear, wheel from weal, and so on.

Why wasn't /hw/ spelled, more straightforwardly, <hw>?

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It was originally written <hw>, such as in the Old English "hƿær/hwær" (where). It reversed its orthographic order in Middle English, but as far as I can tell there are no certain reasons for its doing so. One reason I've seen proposed is that because English employed many digraphs with <h>, Middle English speakers mistook <hw> to be a typo (or its pre-typing equivalent) and took it to be another h-digraph.

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