Rigging Extra Appendages

What would be a good approach to rigging a character with extra appendages that come and go? Let’s say a character with wings that vanish. Should I include bones for the wings as part of the character’s skeleton? Or is it possible to rig the wings separately and parent that to a character with an existing rig?

Yes.

It’s possible, but more complicated, and comes with no benefit over using a single rig.