Below are ways how to unlock certain wing parts. If there aren't any explanations about difficulty required in order to unlock those parts, that means you can unlock them in Easy or Normal difficulty during your 1st or 2nd playthrough.

Part	How to unlock
Adv. A-Balancetab	Destroy ace named "Timeline" in mission 13.
Adv. Actuator	Destroy ace named "Osaka" in mission 3 at Ace difficulty.
Adv. B. Wing Body	Destroy ace named "Balalaika" in mission 5A at Ace difficulty.
Adv. Balancetab	Destroy ace named "Gizmo" in mission 9 at Hard difficulty (2nd playthrough).
Adv. Sweep Wing	Destroy ace named "Hayate" in mission 17 at Hard difficulty (2nd playthrough).
Adv. Trimtab	Destroy ace named "Buzzword" in mission 10.
Air Gripper	Destroy ace named "Balalaika" in mission 5A or "Jolly" in mission 5B.
Extra Airbrake	Destroy ace named "Balalaika" in mission 5A or "Jolly" in mission 5B.
Extra Canard	Destroy ace named "Sphinx" in mission 6 at Hard difficulty (2nd playthrough).
Extra Elron	Destroy ace named "Vulcan" in mission 21A.
Extra Hardpoint	Destroy ace named "Garnet" in mission 21B at Hard difficulty (2nd playthrough) or "Timeline" in mission 13 at Ace difficulty.
Extra Ladder	Destroy ace named "Balalaika" in mission 5A or "Jolly" in mission 5B.
Extra V Canard	Destroy ace named "Express" in mission 18 at Hard difficulty (2nd playthrough).
Sylph Wing	Destroy ace named "Strigon", "Gryphus1", "Garm1", "Wardog", "Zipang", "Yellow 13", "Mobius1", "Dision", "Z.O.E", and "Phoenix" in mission SP2.
Thornback Fin	Destroy ace named "Watercress" in mission 1 at Hard difficulty (2nd playthrough).