<?xml version="1.0"?><ownershipDocument><schemaVersion>X0201</schemaVersion>    <documentType>4</documentType><periodOfReport>2003-10-01</periodOfReport><notSubjectToSection16>0</notSubjectToSection16><issuer><issuerCik>0001103601</issuerCik><issuerName>WGL HOLDINGS INC</issuerName>        <issuerTradingSymbol>WGL</issuerTradingSymbol></issuer><reportingOwner><reportingOwnerId><rptOwnerCik>0001216721</rptOwnerCik><rptOwnerName>JENNINGS SHELLEY C</rptOwnerName></reportingOwnerId><reportingOwnerAddress><rptOwnerStreet1>101 CONSTITUTION AVENUE, NW</rptOwnerStreet1><rptOwnerStreet2></rptOwnerStreet2><rptOwnerCity>WASHINGTON</rptOwnerCity><rptOwnerState>DC</rptOwnerState><rptOwnerZipCode>20080</rptOwnerZipCode><rptOwnerStateDescription></rptOwnerStateDescription></reportingOwnerAddress><reportingOwnerRelationship><isDirector>0</isDirector><isOfficer>1</isOfficer><isTenPercentOwner>0</isTenPercentOwner><isOther>0</isOther><officerTitle>Treasurer</officerTitle></reportingOwnerRelationship></reportingOwner><nonDerivativeTable><nonDerivativeTransaction><securityTitle><value>Common Stock</value></securityTitle><transactionDate><value>2003-10-01</value></transactionDate><deemedExecutionDate></deemedExecutionDate><transactionCoding><transactionFormType>4</transactionFormType><transactionCode>A</transactionCode><equitySwapInvolved>0</equitySwapInvolved></transactionCoding><transactionTimeliness><value></value></transactionTimeliness><transactionAmounts><transactionShares><value>663</value></transactionShares><transactionPricePerShare><value>0</value></transactionPricePerShare><transactionAcquiredDisposedCode><value>A</value></transactionAcquiredDisposedCode></transactionAmounts><postTransactionAmounts><sharesOwnedFollowingTransaction><value>0</value><footnoteId id="F1" /></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value></directOrIndirectOwnership></ownershipNature></nonDerivativeTransaction><nonDerivativeTransaction><securityTitle><value>Common Stock</value></securityTitle><transactionDate><value>2003-10-01</value></transactionDate><deemedExecutionDate></deemedExecutionDate><transactionCoding><transactionFormType>4</transactionFormType><transactionCode>F</transactionCode><equitySwapInvolved>0</equitySwapInvolved></transactionCoding><transactionTimeliness><value></value></transactionTimeliness><transactionAmounts><transactionShares><value>234</value></transactionShares><transactionPricePerShare><value>27.58</value></transactionPricePerShare><transactionAcquiredDisposedCode><value>D</value></transactionAcquiredDisposedCode></transactionAmounts><postTransactionAmounts><sharesOwnedFollowingTransaction><value>2915.5907</value><footnoteId id="F2" /></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value></directOrIndirectOwnership></ownershipNature></nonDerivativeTransaction><nonDerivativeHolding><securityTitle><value>Common Stock</value></securityTitle><postTransactionAmounts><sharesOwnedFollowingTransaction><value>531.9615</value><footnoteId id="F3" /></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>I</value></directOrIndirectOwnership><natureOfOwnership><value>Cust. for Daughter</value></natureOfOwnership></ownershipNature></nonDerivativeHolding><nonDerivativeHolding><securityTitle><value>Common Stock</value></securityTitle><postTransactionAmounts><sharesOwnedFollowingTransaction><value>1060.948</value></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>I</value></directOrIndirectOwnership><natureOfOwnership><value>401-K</value></natureOfOwnership></ownershipNature></nonDerivativeHolding></nonDerivativeTable><derivativeTable><derivativeHolding><securityTitle><value>Employee Stock Option (right to buy)</value></securityTitle><conversionOrExercisePrice><value>22.62</value></conversionOrExercisePrice><exerciseDate><value>2002-03-31</value></exerciseDate><expirationDate><value>2009-03-31</value></expirationDate><underlyingSecurity><underlyingSecurityTitle><value>Common Stock</value></underlyingSecurityTitle><underlyingSecurityShares><value>2288</value></underlyingSecurityShares></underlyingSecurity><postTransactionAmounts><sharesOwnedFollowingTransaction><value>2288</value></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value></directOrIndirectOwnership></ownershipNature></derivativeHolding><derivativeHolding><securityTitle><value>Employee Stock Option (right to buy)</value></securityTitle><conversionOrExercisePrice><value>27.12</value></conversionOrExercisePrice><exerciseDate><value>2002-09-30</value></exerciseDate><expirationDate><value>2009-09-30</value></expirationDate><underlyingSecurity><underlyingSecurityTitle><value>Common Stock</value></underlyingSecurityTitle><underlyingSecurityShares><value>2134</value></underlyingSecurityShares></underlyingSecurity><postTransactionAmounts><sharesOwnedFollowingTransaction><value>2134</value></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value></directOrIndirectOwnership></ownershipNature></derivativeHolding><derivativeHolding><securityTitle><value>Employee Stock Option (right to buy)</value></securityTitle><conversionOrExercisePrice><value>26.88</value></conversionOrExercisePrice><exerciseDate><value>2003-09-30</value></exerciseDate><expirationDate><value>2010-09-30</value></expirationDate><underlyingSecurity><underlyingSecurityTitle><value>Common Stock</value></underlyingSecurityTitle><underlyingSecurityShares><value>2364</value></underlyingSecurityShares></underlyingSecurity><postTransactionAmounts><sharesOwnedFollowingTransaction><value>2364</value></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value></directOrIndirectOwnership></ownershipNature></derivativeHolding><derivativeHolding><securityTitle><value>Employee Stock Option (right to buy)</value></securityTitle><conversionOrExercisePrice><value>25.95</value></conversionOrExercisePrice><exerciseDate><value>2004-09-30</value></exerciseDate><expirationDate><value>2011-09-30</value></expirationDate><underlyingSecurity><underlyingSecurityTitle><value>Common Stock</value></underlyingSecurityTitle><underlyingSecurityShares><value>5775</value></underlyingSecurityShares></underlyingSecurity><postTransactionAmounts><sharesOwnedFollowingTransaction><value>5775</value></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value></directOrIndirectOwnership></ownershipNature></derivativeHolding><derivativeHolding><securityTitle><value>Employee Stock Option (right to buy)</value></securityTitle><conversionOrExercisePrice><value>23.91</value></conversionOrExercisePrice><exerciseDate><value>2005-10-01</value></exerciseDate><expirationDate><value>2012-10-01</value></expirationDate><underlyingSecurity><underlyingSecurityTitle><value>Common Stock</value></underlyingSecurityTitle><underlyingSecurityShares><value>7528</value></underlyingSecurityShares></underlyingSecurity><postTransactionAmounts><sharesOwnedFollowingTransaction><value>7528</value></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value></directOrIndirectOwnership></ownershipNature></derivativeHolding><derivativeTransaction><securityTitle><value>Employee Stock Option (right to buy)</value></securityTitle><conversionOrExercisePrice><value>27.58</value></conversionOrExercisePrice><transactionDate><value>2003-10-01</value></transactionDate><deemedExecutionDate></deemedExecutionDate><transactionCoding><transactionFormType>4</transactionFormType><transactionCode>A</transactionCode><equitySwapInvolved>0</equitySwapInvolved></transactionCoding><transactionTimeliness><value></value></transactionTimeliness><transactionAmounts><transactionShares><value>9971</value></transactionShares><transactionPricePerShare><value>0</value></transactionPricePerShare><transactionAcquiredDisposedCode><value>A</value></transactionAcquiredDisposedCode></transactionAmounts><exerciseDate><value>2006-10-01</value></exerciseDate><expirationDate><value>2013-10-01</value></expirationDate><underlyingSecurity><underlyingSecurityTitle><value>Common Stock</value></underlyingSecurityTitle><underlyingSecurityShares><value>9971</value></underlyingSecurityShares></underlyingSecurity><postTransactionAmounts><sharesOwnedFollowingTransaction><value>9971</value></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value></directOrIndirectOwnership></ownershipNature></derivativeTransaction></derivativeTable><footnotes><footnote id="F1">This line reports vesting of performance shares under a plan exempt under Rule 16b-3.  Total securities owned following this transaction are reported on the second line of this Table following withholding of shares for taxes.</footnote><footnote id="F2">This line reports withholding of performance shares for taxes under a plan exempt under Rule 16b-3.  This total includes shares acquired through reinvestment of dividends under the company's dividend reinvestment and common stock purchase plan.</footnote><footnote id="F3">This line includes shares acquired through reinvestment of dividends under the Company's dividend reinvestment plan.</footnote></footnotes><remarks></remarks><ownerSignature><signatureName>By Douglas V. Pope, pursuant to written authorization filed with the Commission.</signatureName><signatureDate>2003-10-02</signatureDate></ownerSignature></ownershipDocument>

