King's Gambit, Wagenbach Defense 1.e4 e5 2.f4 exf4 3.Nf3 h5 Has this gambit (6.Ng5!) been played? (I only found games with 6.Ne5.) Is it any good? Is it the refutation of Black's silly 3...h5 (the Wagenbach Defense)?

[FEN ""]

1.e4 e5 2.f4 exf4 3.Nf3 h5 4.d4 g5 5.h4 g4 6.Ng5 f6 7.Bxf4 fxg5 8.Bxg5 Be7 9.Qd2
From my analysis, the line you give appears to be the best way White can play. After 9.Qd2, Stockfish 10 at depth 28 gives roughly +1. So I think it qualifies as a refutation of 3...h5.

I couldn't find any games where 6.Ng5 was played, but I did find a game that reached the same position on move 6 via transposition. The game was from 1788 (!) in the "London Casual Games" between two players named Cotter and Von Bruehl:

[White "Cotter"]
[Black "Von Bruehl"]
[Event "London Casual Games"]
[Date "1788"]

[fen ""]

1.e4 e5 2.f4 exf4 3.Nf3 g5 4.h4 g4 5.Ng5 h5 6.d4 {Transposing to the diagram you gave} f6 7.Bxf4 fxg5 8.hxg5 (8.Bxg5 {Is stronger, following your line}) d5 9.e5 Bf5 10.Bd3 Ne7 11.O-O Bg7 12.Bg3 Rf8 13.Bh4 Qd7 14.Nc3 a6 15.Qe2 Nbc6 16.Bf2 O-O-O 17.Na4 Bxd3 18.Qxd3 Nxe5 19.Qb3 b5 20.dxe5 bxa4 21.Qc3 d4 22.Qd3 Qb5 23.Qa3 Ng6 24.b3 Bxe5 25.bxa4 Qc6 26.Rab1 0-1.