Lego City Undercover when it launches on the Wii U eShop next week, on March 18, you'll also need an external hard drive.
The information comes from the official game page. Clicking pre-order on the top-right provides two options: retail and eShop download. The eShop listing says: "An external hard drive is required to download this software." It may be a situation where the basic Wii U's 8GB of storage isn't enough for the download, or it's possible an external hard drive is needed even with the 32GB deluxe model.
We've contacted Nintendo for more information. We'll be sure to relay Nintendo's final word as soon as we get it.