Can playing a wav file theoretically damage my speakers? I've been fooling around with some audio transformations and it's useful for me to listen to them when debugging.  Is it possible to create/play a wav file that will damage my speakers?

I'm working on a macbook pro and using the python module scikits.audiolab to play the sounds.
Generally yes, but only if the amplifier is oversized for the speaker or there are other design faults. Active speakers where the amplifier needs to be generously sized to deliver the expected momentary performance are usually protected by peak limiters and filter circuits.

For laptop speakers the probability of damage is extremely low.