I thought it would be nice to make a little collection of all the types of insects with wingless adults. I'm ignoring the groups that don't have complete metamorphosis. Feel free to let me know what I missed! (Note: some of these are not completely wingless (apterous), but brachypterous--they have very reduced, non-functioning wings.)
COLEOPTERA
For information about larviform adult beetles, see
Web Animated Tutorial on Larviforms and their impact on Coleopterology, put together by J. M. Cicero.
Dermestidae -
Thylodrias contractus (Odd Beetle)
Melyridae (Soft-winged Flower Beetles) -
Endeodes

Dascillidae (Soft-bodied Plant Beetles) -
Anorus females are wingless and larviform.
Elateridae (Click Beetles) -
Euthysanius
Lampyridae (Fireflies) - many species have brachypterous females;
Microphotus females are larviform.

Phengodidae (Glowworm Beetles) - all adult females are larviform.

Leiodidae:
Platypsyllus castoris (Beaver Parasite Beetle)

Meloidae (Blister Beetles) - many species have short wings.

Staphylinidae (Rove Beetles) - most species are brachypterous; see the bottom of the
Staphylinidae page for other examples of brachypterous beetles.
HYMENOPTERA
Ceraphronidae:
Ceraphron
Megaspilidae:
Lagynodes and undetermined

Encyrtidae:
Mira mucora
Eulophidae:
Aprostocetus
Eupelmidae:
Eupelmus dryohizoxeni and
E. vesicularis

Pteromalidae:
Notanisus
Trichogrammatidae:
Trichogramma
Other wingless chalcidoids, not yet represented on BugGuide, include certain Agaonidae (males), Aphelinidae, Encyrtidae, Eurytomidae, Mymaridae, Signiphoridae, and Torymidae.
Cynipidae (Gall Wasps)
Diapriidae:
Platymischus
Ichneumonidae: Cryptinae:
Agrothereutes abbreviatus
Ichneumonidae: Cryptinae:
Aptesis nigrocincta

Ichneumonidae: Phygadeuontinae: Phygadeuontini: Gelina:
Gelis
Ichneumonidae: Phygadeuontinae: Phygadeuontini: Hemitelina:
Polyaulon canadensis
Braconidae: possibly an undescribed genus of Doryctinae
Braconidae: Doryctinae:
Heterospilus
Platygastridae: Scelioninae:
Baeus
Platygastridae: Scelioninae:
Idris
Platygastridae: Teleasinae:
Trimorus

Bethylidae:
Dissomphalus
Dryinidae
Embolemidae
Bradynobaenidae
Formicidae (Ants)
Mutillidae (Velvet Ants)
Myrmosidae
Rhopalosomatidae:
Olixon banksii
Tiphiidae: Brachycistidinae
TRICHOPTERA
Philopotamidae (Fingernet Caddisflies):
Dolophilodes distinctus
LEPIDOPTERA
Geometridae
Alsophilinae:
Alsophila pometaria (Fall Cankerworm)
Ennominae:
Erannis tiliaria (Linden Looper)
Ennominae:
Paleacrita vernata (Spring Cankerworm)

Ennominae:
Phigalia plumogeraria (Walnut Spanworm) and
P. titea (Half-wing)

Larentiinae:
Operophtera bruceata (Bruce Spanworm) and
O. brumata (Winter Moth)

Erebidae: Lymantriinae:
Orgyia (Tussock Moths)
Crambidae: Adult female water veneers (
Acentria ephemerella)
(1) are wingless
Psychidae (Bagworm Moths) - all females are wingless, but I think
Dahlica triquetrella is the only one that leaves her bag.
MECOPTERA
Bittacidae:
Apterobittacus apterus (Wingless Hangingfly)
Boreidae (Snow Scorpionflies)
DIPTERA
Bibionomorpha (Fungus Gnats)
Cecidomyiidae (Gall Midges)
Limoniidae:
Chionea (Winter Crane Flies)
Tipulidae:
Tipula? (Crane Flies)
Braulidae:
Braula coeca (Bee Louse)
Chloropidae (Frit Flies)
Conioscinella zetterstedti
Lasiosina canadensis
Hippoboscidae (Louse Flies):
Lipoptena
Nycteribiidae (bat parasites):
Basilia boardmani
Phoridae (Scuttle Flies)
Puliciphora
Trophodeinus
Xanionotum
Sphaeroceridae:
Aptilotus (Lesser Dung Flies)
STREPSIPTERA (Twisted-winged Parasites)
All female strepsipterans are wingless.
SIPHONAPTERA (Fleas)