The ultimate goal of virtual reality (VR) is to create an experience indistinguishable from actual reality. To provide such a "life-like" experience, (i) the VR headset (VRH) should be wireless so that the user can move around freely, and (ii) the wireless link, connecting the VRH to a high-performance renderer, should support high data rates (tens to hundreds of Gbps). Industry is already pushing towards such wireless VRHs; however, these wireless links can only support a few Gbps rates. In general, current radio-frequency (RF) links (including mmWave) are not able to provide desired data rates. In this paper, we build a system, we call Cyclops, which uses free-space optical (FSO) technology to create a high-bandwidth VR wireless link. FSO links are capable of very high data rates (up to Tbps) due to the high frequencies of light waves and narrow beams. The main challenges in developing an effective FSO link are: (i) designing a link with sufficient movement tolerance, and (ii) developing a viable tracking and pointing (TP) mechanism which maintains the link while the VRH moves. As traditional TP approaches seem infeasible in our context, we develop a novel TP approach based on learning techniques, leveraging the VRH's inbuilt tracking system. We build robust 10 Gbps and 25Gbps link prototypes from commodity components, demonstrate their viability for expected movement speeds of a VRH, and show that, with certain custom-built components, we can support much higher movement speeds and bandwidths.