Discoveries of bird-like theropod dinosaurs and basal avialans in recent decades have helped to put the iconic `Urvogel' Archaeopteryx into context and have yielded important new data on the origin and early evolution of feathers. However, the biological context under which pennaceous feathers evolved is still debated. Here we describe a new specimen of Archaeopteryx with extensive feather preservation, not only on the wings and tail, but also on the body and legs. The new specimen shows that the entire body was covered in pennaceous feathers, and that the hindlimbs had long, symmetrical feathers along the tibiotarsus but short feathers on the tarsometatarsus. Furthermore, the wing plumage demonstrates that several recent interpretations are problematic. An analysis of the phylogenetic distribution of pennaceous feathers on the tail, hindlimb and arms of advanced maniraptorans and basal avialans strongly indicates that these structures evolved in a functional context other than flight, most probably in relation to display, as suggested by some previous studies. Pennaceous feathers thus represented an exaptation and were later, in several lineages and following different patterns, recruited for aerodynamic functions. This indicates that the origin of flight in avialans was more complex than previously thought and might have involved several convergent achievements of aerial abilities.