In the games
In the anime
In The Rise of Darkrai, the Lunar Wing was sold to Dawn by a salesman who said that "it will make bad dreams a thing of the past."
The very same Lunar Wing appeared in Sleepless in Pre-Battle!, where it was used to find the place where Cresselia resides. Team Rocket also sold what they claimed to be Lunar Wings, but turned out to be merely painted Pidgey feathers.
In the manga
A Lunar Wing in Pokémon Adventures
In the Pokémon Adventures manga
A Lunar Wing was briefly seen in The Final Dimensional Duel V. To help Eldritch wake his son up from a terrible nightmare, Palmer had traveled to Fullmoon Island in search of a Lunar Wing, only to find out that all the Pokémon on the island were suffering from nightmares as well. Palmer had been unable to help the suffering Pokémon, but then Cresselia had appeared, using Lunar Dance to heal the Pokémon. Cresselia had also dropped down a Lunar Wing, which Palmer took back to Canalave City and cured Eldritch's son with it.
In other languages