"Mr. Salford and the Albert Memorial in Kensington Garden" by Arthur Rackham
Search Google images for “fairies” and you find pages of diminutive human-like magical creatures with insect wings, often with pointed or animal ears and occasionally with antennae. Too often, this stereotypical fairy is at odds with the literature that produced her. No mention of such features appears in any literature preceding Elizabethan England, nor in Shakespeare, nor Spenser and both used fairies in the same manner as greek mythology did, as either nature spirits (nymphs and satyres and the like) or gods rather than magical creatures.
Not that mythical worlds could not conceive of winged beings, but these are in fact quite rare. The only winged beings among the Greeks were Nike and various monsters including Pegasus, and these are individuals rather than classes of beings, and almost none of the anthropomorphic beings prior to the Christian era sprouted wings, though these were found frequently in Etruscan tombs which probably contributed to the popular concept of angels and demons throughout the middle ages up to today. But these are not fairies in the literary tradition, and it is only in that tradition where this image of fairies seems to exist.
The appearance of winged fairies seems to have coincided with the industrial revolution, by which point the concept of the fairy story had been relegated to the nursery since adults were supposed to be rational and no longer deal with such matters, so by the Victorian era the concept of fairy became more childlike, and also linked to formal gardens, and these nature spirits of mythology evolved features drawn from children, insects and flowers. These are certainly very much in evidence in todays popular art of fairies.
Fairy Song (from A Midsummer Night's Dream) illustrated by Arthur Rackham
It was in keeping with this style that Arthur Rackham provided wings for some of the fairies in his illustrations for A Midsummer Nights Dream. Shakespeare makes no reference in any of their speech. It is, after all, a tale blending greek mythology and English oral tradition of fairy beings so his inclusion of these seem fitting somehow, at least to his Edwardian audience who grew up with Victorian sensibilities.
"The fairies have their tiffs with the birds" from Peter Pan in Kensington Garden illustrated by Arthur Rackham
As well in Peter Pan in Kensington Palace, Rackham also provides these generously even though there is no reference to any of the fairies having wings, but plenty of references to the dealings of these with the birds, who are the only truly winged creatures in the story. Although there is no mention of wings, Barrie’s narrative style is more suggestive than explicit and probably expected this feature of fairies to be assumed by his audience.
Edmund Dulac, Sulamith Wulfing and others also contributed many fairy images, but they were less likely to provide them with non-human appendages, but they certainly did provide them with that necessary magical quality to grant us the sense of wonder that fairies are known to bestow.
Image sources: Rackham gallery at Artsy Craftsy