Do you ask for examples of non-flying insects which ancestor were flying? In other words do you ask for examples of insect lineages that lost the ability to fly?
The ability to fly arose with the clade called the Pterygota. All species from this monophyletic taxon come from ancestors that had once the ability to fly.
For nonflying species with no flying ancestors, you can navigate back in Tree of Life and look at the other two clades in Insecta: Archaeognatha and Thysanura.
For nonflying species with flying ancestors, you can look within Pterygota on Tree of Life, and you can find many non-flying species in the following clades for example:
Did Flying only evolved once in insects?
Yes it did evolve once only. At the start the ancestor had 3 pairs of wings that are though to have evolved from gills or from the sclerites (competitive hypotheses) of the prothorax. the most anterior pair of wing was lost. The diptera lost a second pair of wings (the posterior ones) that degenerate into halteres (particularly easy to see in crane flies). The insects that perform the most "primitive" fly are the Odonata (dragonflies and damselflies). These insects can move their wings independently which is not the case of other flying insects because the way their wings are attached to the rest of the body has changed.