Is it possible to connect two android phones by wi-fi, without using a bluetooth/GSM/CDMA/IR? Also, there is no any laptop or wi-fi access points or wi-fi routers.
This is called ad hoc network and has been asked before:
Can Android do peer-to-peer ad-hoc networking?
Android Wifi direct multiple connection ad-hoc
Android ad-hoc / access point connection capabilities
Update:
Short answer: ad hoc is not yet supported on Android so this would not work.
You can use Bluetooth to connect two Android phones in a p2p fashion.
Update 2:
Direct device-to-device connection over Wifi is supported under API 14 in Android 4.0 ICS in package android.net.wifi.p2p. You can test devices capability via FEATURE_WIFI_DIRECT.