Ah, no, they haven't, although I'm fairly certain that the line used to... These days, it's just the ears and the tails, like most humans of animal descent. Lovely people, very ancient bloodline. A family of knights. A bit uptight, except Miss Whislash... and I suppose Miss Blemishine too, but she's the upbeat sort.

[ Well, it's a very fair question, seeing as how Terran angels have wings, yet demons, apparently, do not! ]