These are from pre-ordering the first DLC of Diablo 3 (RoS) and are also rare and no longer available.
Unfortunately, many of them aren't exactly accessible through normal play. These are from Diablo 3 Collectors Edition and are extremely rare and sought after as they're haven't been available for years unless you're lucky to find an unused code on eBay. According to a post on the game's official forums from May 2016, there are 11 sets of wings in Diablo 3. Diablo 3 | Wings of Justice, Wings of Valor, Cosmic Wings | Both DLCs