Winged Monkeys or Flying Monkeys are characters from The Wonderful Wizard of Oz, with enough impact between the books and the 1939 movie to have taken their own place in pop culture, regularly referenced in comedic or ironic situations as a source of evil or fear.
In the original Oz novels, these were just what the name implies: intelligent monkeys with wings. They were controlled by a golden hat, initially worn by the Wicked Witch of the West who used it to set the monkeys upon Dorothy and her friends. At one point they destroy the Scarecrow and Tin Woodman entirely, leaving them scattered across the landscape. In return, the Wicked Witch is allowed 3 wishes that leave her entirely responsible for any mishaps or misconceptions.
An account in the The Wonderful Wizard of Oz explained that the hat was made and imbued with power by a princess named Gayelette. When she was to marry a man named Quelala, the monkeys played a prank on him. Angry, she made the cap, and gave it to Quelala as a wedding present. Quelala merely ordered the monkeys to no longer play pranks, but after he died, the cap fell into the hands of the Wicked Witch. After her death, Dorothy used the cap three times, and finally gave it to Glinda, who ordered the monkeys to carry Dorothy's companions back to their homes in Oz, and then to cease to bother people, and then gave them the cap as their own, to free them.
They were never included in any of the subsequent Oz books.