It is shown that diffeomorphisms analogous to a classical example on the circle due to Denjoy can be constructed on the general k-torus. Such a diffeomorphism has the property that it is semiconjugate to an ergodic translation but has a wandering domain with dense orbit. The construction on the k-torus can be made Cr, and by a Cr small perturbation of a translation, for any r < k + 1.