I have an Edimax EW-7318USg which comes with an Ralink rt73 and its USB. When trying to bridge (to share internet for example) it doesn't work.
But today I tried to do the same with a wired interface, the same bridge, and all of the same steps and it worked (with wired!).
Could it be that drivers, the interface or other things can't make the bridge with this WiFi interface?
For bridging to work, both network interfaces must be able to enter promiscuous mode. My guess is that the wireless driver for the usb wifi device does not support promiscuous mode. I believe there are only a select number of wifi drivers under linux that do.
If you cannot use another wireless network adapter, you may want to consider setting up a new subnet for the wireless interface, and simply route the traffic between the Wifi and the wired interfaces. Although that would only work if you have the space in your IP addressing scheme to setup an additional subnet.
They are many reasons why normal bridging will not work over wifi (at least not unless you are using ad-hoc mode with weak or no encryption). Among others, in infrastructure mode the mobile stations use their MAC address to register to the base station, so bridging traffic from other MACs will confuse the base station. It may cause problems with WPA encryption as well.
If you really need (layer-2) bridging, you should look at WDS or 802.11s mesh networking. Both address these specific problems, and they are supported by the drivers using the new software stack (mac80211). I'm not sure if Ralink adapters are supported yet.
Another possibility is to split your address space in two, and use tricks like proxy-arp and brouting to make a hybrid bridge/router. This will make the hosts believe they are on the same network segment, while preserving normal MAC operation.
But really, if all you want to do is to share internet connectivity (in the client-only sense), the easiest route is to use NAT.
Use hostapd and create wifi ap on that wifi interface and bridge will be working