I have not seen a Red-winged Blackbird on a bird feeder before, but evidently it is not unheard of. Here is what Wikipedia say about the diet of these birds:
The Red-winged Blackbird is omnivorous. It feeds primarily on plant materials, including seeds from weeds and waste grain such as corn and rice, but about a quarter of its diet consists of insects and other small animals, and considerably more so during breeding season. It prefers insects, such as dragonflies, damselflies, butterflies, moths, and flies, but also consumes snails, frogs, eggs, carrion, worms, spiders, mollusks. The Red-winged Blackbird forages for insects by picking them from plants, or by catching them in flight. In season, it eats blueberries, blackberries, and other fruit. These birds can be lured to backyard bird feeders by bread and seed mixtures and suet. In late summer and in autumn, the Red-winged Blackbird will feed in open fields, mixed with grackles, cowbirds, and starlings in flocks which can number in the thousands.