Despite regular advances in Blattodea systematics, several relationships remain controversial or untested in formal phylogenetic reconstructions. This common situation for understudied metazoan groups limits our power to answer questions about phenotypic evolution. In this study, we infer the evolutionary history of Blattodea using newly sampled taxa that improve phylogenetic resolution while also illuminating the evolutionary history of an unusual phenotype—the apically folded hind-wing. Taxa newly sequenced include those with a hind-wing apical fold (Anaplecta pulchella, A. pygmaea, A. sp. cf. malaysensis, Diplopterina parva, Prosoplecta semperi, Anaplectoidea klossi, and Oulopteryx illuminata sp. nov. that we describe herein, including its male genitalia) and other rare taxa (Dipteretrum hamstroemi, Duchailluia togoensis, Lauraesilpha mearetoi, Buboblatta vlasaki). The phylogenetic design utilizes 41 genes over 91 species in total, analyzed in a maximum likelihood and coalescent framework. To quantify the phylogenetic uncertainty of the analysis, support for various topologies is assessed. We find unambiguous support for the surprising position of Neotropical Oulopteryx (Oulopterygidae) as sister to New Caledonian/Australian Tryonicidae. This, and other phylogenetic findings, reveal that the apically folded hind-wing may have arisen nine times in Blattodea. Further investigations are needed, notably with an increased taxonomic sampling, to demonstrate stronger support for the placement of rogue taxa (e.g., Anaplecta) and to investigate the evolutionary correlates of wing evolution.