According to forum users Giz03mo and Julesie (SPOILERS if you follow the links!), at a certain point during the Thailand level, a switch to unlock a specific gate is missing, thus making the game impossible to finish. Reportedly, the other versions of the game do have a lever Lara can pull and proceed, so it’s just a Wii thing.
So if you have reached a dead end in your Thailand level and you are playing the Wii version of Tomb Raider: Underworld, it might be this glitch we’re talking about. Until now Eidos did not comment on the situation, but we’re sure they’ll address the problem as soon as possible. Until then, if you have reached that dead end, try following the instructions in this forum post – it might help you get over the whole thing. But be warned – there are spoilers aplenty there!