Okay so this doesn't exactly qualify as a "wig" but it does qualify as "pretty freaking amazing styling" so I'm including it anyways! The tooth fairy character, Toothiana, from Rise of the Guardians is totally bird like, shiny and covered in feathers, and the styling of the "feather wig" and the way it is blended into the make up is stunning!
The placement of each feather by cosplayer Camille is so well done: you can see the layering that gives the realistic depth to the feathers in this photo. It's really magnificent!
She did the makeup well to make the transition work, but also did some photoshop work to make sure the blend was perfect, and it totally worked! With cosplays like this one, the photoshopping on the final production photos if you're releasing them needs to be done spotlessly, and these pics show a great job of that!