Answers (2)
That's actually a really difficult question because most of the insects people think of as wingless belong to a class of insects that are often winged. Ants, beetles and the like. The only one I can think of off the top of my head are silverfish (which are technically insects). There are probably others and I'm sure they are Google-able.
I've got a feeling this may be a trick question but I'll stick with silverfish.
*waits to be proved wrong* Eek!