Super Smash Bros. Brawl have wings. Most things with wings (aside from, say, penguins, or emus, or certain kinds of fasteners) use their wings to fly. Apparently, someone at Sora figured out what wings do, and that none of the winged characters in Brawl are penguins or emus or wingnuts, and thus we have flight.
The winged characters can glide, pulling up to lift up and down to dive, much like Mario with his cape. No, we don't know if Mario will have his cape in Brawl. We also don't know if any of the characters will be given anti-aircraft missiles to compensate for this new ability in others.