Some of the loveliest and most interesting words I know are wind-related words, from the hot humid desert-born sirocco to the gentle susurrus of the zephyr. We've gained quite a few such words from roots in other languages; people all over the world have names for their winds.
The word "zephyr," for instance, comes from Zephuros, the Greek god of the West wind, just as "boreal" (meaning northern in general, not the wind in particular) is derived from Boreas, the Latin north wind. The sirocco, from Arabic sarq (meaning "east") blows out of the Sahara, all the way to southern Europe. (I'm sure there are winds derived from words for "south," but I don't know of any offhand—there's an aurora australis, but I don't know of an austral wind.)
Southern California has its own version of the sirocco, the Santa Ana (named, in Spanish, for the canyon it blows through), a hot winter wind that blows toward the coast from the desert. (Both the sirocco and the Santa Ana, by the way, contradict Herodotus, who wrote: "no wind is likely to arise in very hot countries, for breezes love to blow from some cold quarter." (History, book 2, trans. George Rawlinson)) The Santa Ana tends to evoke strong feelings in those who experience it—nobody seems to like it much.
In that regard it's in prestigious company. The English Patient, by Michael Ondaatje, lists a dozen marvelous names for powerful and ill-liked winds, mostly from Arabic: aajej, africo, alm (from Yugoslavia), arifi (also aref or rifi), beshabar, bist roz (Afghanistan), datoo (Gibraltar), ghibli (from Tunis), haboob (a dust storm in the Sudan), harmattan (laden with blood-red dust), imbat, khamsin (an Egyptian dust storm, from, Ondaatje says, "fifty" in Arabic), mezzar-ifoullousen (which Ondaatje translates as "that which plucks the fowls"), nafhat, Samiel, simoom, solano (these last three being "poison winds"). (Ondaatje cites Herodotus as the source of information about the simoom, and the screenplay of The English Patient implicitly attributes even more information on winds to that classical writer, but a casual search of the History turns up no information at all on any named wind except "a wind which the people in those parts call Hellespontias," presumably named after the Hellespont strait, now known as the Dardanelles. (book 7)) Nobody in Southern California, though, so far as I know, has gone so far as to declare war on the Santa Ana, as Ondaatje says various people have done against various of his listed winds...
Another American wind is the chinook, taking its name from the Native American peoples of the Pacific Northwest; since it's a warm dry wind that blows from the Rockies, the chinook is a foehn wind, a Swiss German word derived from Latin Favonius, "west wind." Other American winds blow through Alaska: knik, matanuska, pruga, stikine, taku, take, turnagain, williwaw. (I assume some of those are Native American names and others (specifically "turnagain") local English names, but I'm not certain.)
More widespread in English are loanwords for various kinds of storms. "Typhoon," for certain tropical cyclones, entered English from Cantonese (toi fung), and traces a long and multilingual descent prior to that. "Cyclone," of course, is from Greek kuklos, circle; "hurricane" comes from Carib huracan. "Tornado" is from Spanish tronada, meaning "thunderstorm." "Monsoon" is from Arabic again: mawsim, "season." "Tsunami" (which, despite the common phrase, is not a tidal wave at all) is Japanese; "blizzard" is of unknown origin. "Squall" is probably Scandinavian. And then there are plenty of weather terms that've been in English for a long time: "hail," "rain," "snow," and "wind" itself all come from Old English.
The effects of winds can have names every bit as nice as the wind names themselves; "sastruga," for instance, refers to a wind-shaped ridge of snow, sort of an elongated snow dune. You can almost hear the snow blowing across the ridge... I'm not sure what language "sastruga" is from, but you can bet it's not one of those "hundred words for snow" that "Eskimos" (formerly Esquimaux) supposedly have—the various Inuit languages have various words relating to snow, but no more than any other language does. If you want a hundred words for snow—or for any other weather phenomenon—you'll probably have to consult multiple languages.
Sources: The English Patient, Michael Ondaatje; History, Herodotus; the EarthStorm U weather glossary; the Norfolk Public Schools weather glossary; The Weather Channel; The American Heritage Dictionary, third edition.
Important note, added in 2006: Truly, I know nothing at all about the song "They Call the Wind Maria," nor about the Lerner & Loewe musical that the song comes from, nor about the name "Maria." If you send me questions about those things, I'm afraid you'll be wasting your time.