When Banshee jumps from the Blackbird into the ocean looking for Shaw's sub, he has his glider wings (part of his costume) & even uses them to glide around for a moment before hitting the water. Once under water, the wings are gone. But a few minutes late he has them back again as he flies around. Since the wings are permanently attached "flaps" under his arms, it cannot be explained as them folding away, etc.