Wheel weight assemblies include a weight member (212) mounted on a clip member (211) for attachment to the rim of a vehicle wheel, with the clip and weight members being substantially encased in an injection molded housing. The weight member (212) may be composed of a plurality of individual plate elements. Spacing elements such as end caps (250) may be used to hold the plate elements together and locate them in the mold tool to ensure their correct positioning during the molding process.