A winged lion represents St. Mark, one of the Apostles. The symbol comes about probably because of Mark's gospel, which describes how John the Baptist cried out in the wilderness. People have likened the Baptist's cries to the roar of a lion.
The lion gets its wings from Ezekiel comparing the evangelists to the four mysterious winged beings, one of which was as a lion.
One place where the winged lion can be seen is in the basilica of St. Mark's in Venice, Italy. The beast stands in the facade over the large, arched, central window holding a book which reads in Latin, "Peace to you Mark my evangelist."