Just a (probably daft) thought: how unreachable is "unreachable"? Completely or just from where you're set up? All you have to do is temporarily get the pi on the network and use SSH to set up the wifi from the laptop. Think you can start RetroPie headlessly. You'd have to work out the IP address etc, but I think that would work.
Also, assuming the laptop has ethernet, you could directly connect it to the pi via a crossover cable - though tbh, getting your hands on a usb keyboard seems easier (and they always come in handy)