All you'll need other than typical supplies like scissors, pencils, and glue are two sheets of craft foam (three to be safe) and some thin elastic cord.
Here's the foam I used:
First sketch out your wing shape on the foam using chalk or a white pencil:
Once you're happy with your shape, cut it out:
[Side note: cutting foam with scissors is my new favorite thing. I can't explain why, but it's ridiculously fun. Something about the smooth texture, I think. :D]
Now use that wing as a template to trace the second one:
To give them some rigidity and support, next we're going to cut out two top spines for each wing, for a total of four:
You can see that I'd already sketched this shape into my original wing. To get the shape onto the foam I traced the top edge of the wing and then free-handed the lower edge, comparing it frequently to my wing to get the shape right.
Just like with the wing, once I had the first spine cut out I used it as a template for the next three.
Next sandwich your wings between the spines. I used plain white craft glue, but I'm sure hot glue or most other adhesives would work just as well, if not better. Weight your wing sandwich down with a heavy book or two and allow them to dry.
Once your spines are dry it's time to add some smaller "finger" spines. I experimented with straight edges before realizing a curved line looked much more organic:
All of these pieces came from the same two sheets of craft foam, by the way, so I'm just using scraps here to form the extra spines. Play around with the curves until it looks right to you, and then trace and cut the shapes so you have a total of four of each.
Glue everything down and allow them to dry.
Now it's time to join your wings together and attach the elastic bands that will allow you to wear them. (Woot!)
First, check your wingspan by having someone hold the wings up behind you. Mine were a bit too wide/long, so I trimmed off about three inches from the interior edge on each wing.
When you're happy with the wingspan, lay your wings down on a hard surface with the two interior edges butted together. Cut out a large square that will overlap the center of both wings from your scraps of craft foam, and slip it beneath the two wings. Trace the upper and lower curves of the wings onto your new square, and then trim it so no extra foam sticks out from beneath the wings.
Ug, that was confusing, wasn't it? Sorry - I forget to take a process picture. Here it is finished to show you what I mean:
That's my foam square on top - I used yet another scrap of craft foam for this piece, which is why it's a funky shape. This is the side that will be against your back, though, so don't worry about making it too pretty; it just needs to be functional.
As you can see, my piece overlaps both wings. BEFORE YOU GLUE THE SQUARE DOWN, attach your elastic cords with staples. Make sure you staple through the cord, and not just around it like I did. (Mine would probably pull out if I yanked hard enough.) You can also add a dab of glue to the cords for extra strength.
Once your cords are securely attached, go ahead and glue the center foam piece down over both wings. Weight it down and let it dry.
Next, carefully flip your wings over and staple down the joined seam:
Yes, a standard stapler *will* go through four layers of craft foam without any problem. :)
To cover the seam and staples, glue down yet another strip of foam, wrapping it around the edges and securing it to the reverse side:
This is the finished front side of the wings - or the side that goes against your back.
And here's the finished back!
And you're done!
To hide my elastic cords I fed them through two tiny holes in my costume's top - which required me to go back and add jewelry clasps to the cords so I can unclip them. Just use crimp clasps and lobster claws if you want to do the same thing.
At this point you can add paint or glitter or gems to jazz up your wings, or just leave them as-is. Because I'm wearing mine at night I wanted to emphasize the spines a little more, so I added a shaded outline on the spine edges:
Here's the full wingspan with my shaded outline:
I haven't shaded the backside of the wings because I'm lazy, and this is the only side that will be photographed, anyway. :)
I hope you enjoyed, and that this inspires a bunch of dragon/fairy/bat/devil costumes out there!