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Wing Gambit is a genre of openings variations in which White plays b4 at early game to gain control of d4 square.

Wing Gambit in the Sicilian Defence[]

a b c d e f g h
8 a8 rd b8 nd c8 bd d8 qd e8 kd f8 bd g8 nd h8 rd 8
7 a7 pd b7 pd c7 d7 pd e7 pd f7 pd g7 pd h7 pd 7
6 a6 b6 c6 d6 e6 f6 g6 h6 6
5 a5 b5 c5 pd d5 e5 f5 g5 h5 5
4 a4 b4 pl c4 d4 e4 pl f4 g4 h4 4
3 a3 b3 c3 d3 e3 f3 g3 h3 3
2 a2 pl b2 c2 pl d2 pl e2 f2 pl g2 pl h2 pl 2
1 a1 rl b1 nl c1 bl d1 ql e1 kl f1 bl g1 nl h1 rl 1
a b c d e f g h
Board after b4

On the Encyclopaedia of Chess Openings (ECO), the wing gambits in the sicilian defence are shown in B20:

B20 Sicilian, Wing Gambit: 1. e4 c5 2. b4

B20 Sicilian, Wing Gambit, Santasiere variation: 1. e4 c5 2. b4 cxb4 3. c4

B20 Sicilian, Wing Gambit, Marshall variation: 1. e4 c5 2. b4 cxb4 3. a3

B20 Sicilian, Wing Gambit, Marienbad variation: 1. e4 c5 2. b4 cxb4 3. a3 d5 4. exd5 Qxd5 5. Bb2

B20 Sicilian, Wing Gambit, Carlsbad variation: 1. e4 c5 2. b4 cxb4 3. a3 bxa3

As said before, white plays b4 to get control of the d4 square. In sicilian defence, that would mean controlling both d4 and e4 squares, two important center squares. 

However a sound idea in theory, GM Roman Dzindzichashvili categorized this as the worst opening for white.

After Frank Marshall and Rudolph Spielmann it has become a rare opening, because there is really no substantial advantage to white in sacrificing that pawn. 

There are a few interesting games in which we can see the Wing Gambit in action, most of them played by Marshall, Spielmann and Alekhine. 

In an epic match from 1992, Bobby Fischer successfully played the Wing Gambit against Boris Spassky, after years of isolation  (1. e4 c5 2. Nf3 Nc6 3. Bb5 g6 4. Bxc6 bxc6 5. O-O Bg7 6. Re1 e5 7. b4 cxb4)

Wing Gambit in the French Defence[]

(ECO) C00 French, Wing Gambit: 1. e4 e6 2. Nf3 d5 3. e5 c5 4. b4