The earliest known depiction of the "traditional" form of an angel -- a beautiful young man with wings growing out of his back -- dates to the late fourth century. It's called the Prince's Sarcophagus and was discovered in the 1930s near Istanbul.
Earlier known works of art showing angels depict them either as essentially just humans or doves, the human form often for when they were interacting with mortals and the doves for just when their presence was flying above.
The angel figures on the Prince's Sarcophagus (there are four total carved on the sides of the sarcophagus) are depicted as a sort of middle ground between the two, clearly differentiating them from the human apostles also shown but still giving them a form in which they can physically carry the circular monogram of Christ. The fact that this depiction seems to be fully realized in and of itself would lead me to infer that, while this is the oldest depiction like this that we know of, the idea of depicting angels in this way had been circulating for some time previously.
But even if this was indeed the very first time anyone made angels look liks this, that still gives the image several centuries of circulation before comic books started showing up in the 1900s!
So it should come as no surprise that comic books would appropriate such imagery. Superman made popular the notion of flying characters (yes, I know, technically he wasn't flying in his earliest apperances) but National Comics was extremely litiguous and put the kibosh on the original Wonder Man character designed by Will Eisner for being a rip-off. Subsequently, any comic character that was shown flying "needed" a visible means of doing so to avoid getting sued as well, so putting wings on a character as they'd been depicted for centuries already was an obvious solution. This often gave the added benefit of visually recalling angels very directly and making an association between the good works done by angels and the good works done by superheroes.
We've had no shortage of winged characters in comics. Just limiting ourselves to those with bird-like wings, there's Hawkman & Hawgirl, Angel, Nighthawk, Red Raven (originally, he had bat-like wings, but his adoptive parents had bird-wings and the character was retroactively given them as well), Winged Victory, Prince Vultan (who actually pre-dates that Wonder Man lawsuit by several years), and Airman to name just a very few.
But something that just occurred to me is the specific types of bird wings used, and how that is reflective of the character. While I don't think artists are too often concerned about whether Hawkman's wings are actually modeled after a hawk's -- as opposed to any kind of general bird -- because, after all, you have to really invent anatomy here anyway. (If a human grew wings the way a bird does, they would not sprout from between the shoulder blades, but would basically just be their arms. You'd have a visual that's closer to a traditional harpy instead of a traditional angel.) But when the characters are designed, their wings' coloring becomes reflective of the type of bird they're meant to evoke.
To take some obvious examples, look at Pygar from Jean-Claude Forest's Barbarella. He is literally meant to evoke the image of an angel -- the dialogue makes this quite explicit -- and he is thus shown with white wings. Same with Marvel's character Warren Worthing III. His superhero name is literally Angel. (The lack of subtly with these examples is astounding!) While heroic, he is historically shown more as swooping down to save people and doesn't use his flight as much in an aggressive/offensive way. Hence, the white wings.
Conversely, we have a character like Hawkman. Again, his name is very directly meant to invoke a specific bird, often thought of as a predator. So Hawkman's wings have a darker coloring to match his more direct approach to crime-fighting.
He's more frequently shown to be diving in to attack aggressors, and not focused as much on removing innocents from harm's way.
Prince Vultan, too, has the dark wings of his people -- the Hawkmen, no relation to Hawkman -- and is also frequently depicted in a more crass, aggressive manner. Brian Blessed famously picked up on this immediately when he was asked to portray the character in the Flash Gordon movie in 1980 and he specifically requested that his weaponry be a blunt cudgel type instrument instead of a sword to further emphasize the character's nature.
That's not to say, of course, that you couldn't have a character run counter to that notion -- Birdman, while an animated character not a comic book one, has white, angelic wings but was originally depicted in that more aggressive manner -- but I find it interesting that creators often fall back on the coloring of a character's wings specifically to relay personality.
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