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No, there are several species of flightless birds. Penguins and the ratites are the best-known flightless birds. Ratites include emus, kiwis, ostriches, rheas, and cassowaries. These birds are called "ratite" because they have a flat, or unkeeled, breastbone.
All flightless birds, despite having lost their power to fly millions of years ago, have wings. Many flightless birds (for example, the great auk) live on isolated oceanic islands where there are no predators. Since these birds didn't need to fly to escape predators, they gradually lost the use of their wings.
Sources: Grzimek's Animal Life Encyclopedia, vol. 7, pp. 89; Palmer, Ephram Laurence. Fieldbook of NaturalHistory, 2nd ed., p. 550; Terres. John K. The Audubon Society Encyclopedia of North American Birds, p. 379.
No, not all birds fly. The definition of a bird is "birds are feathered, winged, two-legged, warm-blooded, egg-laying vertebrates". That means that they do not need to fly to be classified as a bird. Modern birds are characterized by feathers, a beak with no teeth, the laying of hard-shelled eggs, a high metabolic rate, and a lightweight but strong skeleton. Even though most birds can fly, flightless birds include ratites, penguins, and diverse endemic island species.
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