We present a systematic study of the cuticular structure in the butterfly wing scales of some papilionids (Parides sesostris and Teinopalpus imperialis) and lycaenids (Callophrys rubi, Cyanophrys remus, Mitoura gryneus and Callophrys dumetorum). Using published scanning and transmission electron microscopy (TEM) images, analytical modelling and computer-generated TEM micrographs, we find that the three-dimensional cuticular structures can be modelled by gyroid structures with various filling fractions and lattice parameters. We give a brief discussion of the formation of cubic gyroid membranes from the smooth endoplasmic reticulum in the scale's cell, which dry and harden to leave the cuticular structure behind when the cell dies. The scales of C. rubi are a potentially attractive biotemplate for producing three-dimensional optical photonic crystals since for these scales the cuticle-filling fraction is nearly optimal for obtaining the largest photonic band gap in a gyroid structure.