It is well known that the wing scales of butterflies and moths have elaborated microstructures that cause various optical effects. Structural colors occur when the microstructures have a size comparable with the wavelength of light. On the other hand, the wing scales of some species are structurally modified at a size much larger size than the light wavelength. Here we show for the Madagascan sunset moth that not only the microstructures but also the large-size modifications can play an important role in scale coloration. The wing of the sunset moth shows a striking iridescence that is caused by the air-cuticle multilayer structure inside the wing scales. Further, the scale itself is highly curved from its root to distal end. Owing to this strong curvature, a deep groove structure is formed between adjacent two rows of the regularly arranged scales. We find that this groove structure together with multilayer optical interference produces an unusual optical effect through an inter-scale reflection mechanism; the wing color changes depending on light polarization. A model is proposed that quantitatively describes this color change.