We are recommended to be in a state of wudu’ while performing the rituals of Hajj such as Tawaf, Sa`y, pelting the stone pillar, etc. However, wudu’ is not all a requirement for any of the rituals other than Tawaf, according to the vast majority of scholars.

Therefore, rituals such as Sa`y and pelting are perfectly valid without wudhu.

There is also a minority such as Ibn Taymiyyah and Ibn Hazm who are of the opinion that while wudu’ is recommended for Tawaf, it is still valid without it.

Having said this, I would rush to point out:  Since the Prophet said that all of the rituals of Hajj are instituted to celebrate dhikr Allah (Remembrance of Allah), we are encouraged to be in a state of purity. The Prophet (peace be upon him) said, I prefer to make dhikr while in a state of wudu’.

Allah Almighty knows best.