Hi, Here’s a quick guide: 1. He has been acquitted, and no wonder. — Correct and natural in informal speech. 2. He has been acquitted, and it is no wonder. — Correct and more formal. 3. He has been acquitted, which is no wonder. — Correct but less common; sounds a bit formal or literary. 4. He has been acquitted, and that no wonder. — Incorrect; missing “is” after “that.” 5. He has been acquitted, and no wonder at that. — Correct and idiomatic, a bit old-fashioned but fine. All except #4 mean roughly the same: it’s not surprising he was acquitted.

When one speaks, I've heard mostly "no wonder" by itself, without the "and". Here, I'd say the second line sounds the most natural: "and it is no wonder". But I wouldn't say that myself. I'd say something like "no wonder", or "it's no wonder", with the contraction "it's".

Two are grammatically correct sentences. The other three are also correct, but rely on elliptical clauses. Only #2 and #3 are actual grammatical compound sentences. The expressions "and no wonder", "and that no wonder", and "and no wonder at that" are what is known as "elliptical clauses". That means some words are left out because they are easily understood from the context. So, for example, "and no wonder" is understood by the listener to mean "and it is no wonder". All have the same meaning.