The New York Times has an interesting article on an upcoming J. exp. Biol. paper on gliding ants. The tree-dwelling ants use their legs to orient back to the tree trunk in case they slip and fall off a branch. That's a pretty neat trick considering they have neither wings nor other flappy appendages like other gliders.
As the ancestors of ants used to have wings (their queens still have them but shed them after mating), the gliding behavior is probably a secondary adaptation that evolved after they lost their wings. However, the fact that such gliding is possible prompted researchers to look for evolutionarily more ancient insects and found that silverfish also glide. Silverfish belong to the genus "Apterygota" and haven't evolved wings.
Finding the missing link between the "Apterygota" and the "Pterygota", the winged insects, would be a huge leap forward.