To get these wings you'll have to face the dreaded Pumpkin Moon event. You'll need to kill Mourningwoods for the Spooky Twig and once you have it slap it together at a Mythril/Orichalcum Anvil with 20 Souls of Flight to create the best wings in the game. They'll outfly the Leaf/Frozen/Flame Wings.
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The Spooky Wings are in the second highest obtainable tier of Wings in the game along with...