To expand a little on Geoff's reply, they are relatively common from stamps around this period, both surface-orinted and recess-printed. They tend to be either right or left margins, and I haven't seen very many from top or bottom. I've only seen them on British and Empire stamps, but I am sure that they occur on stamps from other countries as well.
Very large margins are often described as "imperf to margin" but these have a margin at least the dimension of the printed stamp. Such stamps command a premium over catalogue, often significant, depending on which dealer is trying to sell them.
For many years "wing-margin" stamps were considered "not collectible" and full-margin stamps were favoured, but these days they are treated as equals.
Here are a couple of examples of "imperf to margin" stamps:

