In flying vertebrates, almost all have only two wings (with the exception of Microraptor and its close relatives). This makes some sense because you need some way to walk also, and a wing isn't very good as a leg, hence why bats are so bad at walking. Of course, bats do demonstrate that being able to walk well is not necessary to be a successful clade.
As far as insects are concerned this might seem like an odd question, since most insects technically have four wings. But among the four largest insect orders (which together make up a sizeable majority of insects), Coleoptera, Lepidoptera, Diptera, and Hymenoptera, all of them functionally have two wings. In Diptera and Coleoptera, only one pair of wings is used to fly. In Hymenoptera and Lepidoptera the two pairs are attached and don't move indepedently.
So my question is, why is two-winged flight so much more common than four-winged? If two-wingedness is advantageous, why do other insects retain four-winged flight (most notably Odonata)?