In the Greek pantheon, the gods of the winds are:

AEOLUS (Astraeus) - KING OF 4 WINDS

Astraeus is the husband of Eos, goddess of the dawn, and god of the four winds: Boreas, Zephyrus, Eurus, and Notus, who are also his children.

Boreas is the god of the North wind

Eurus is the god of the East wind

Notus is the god of the South wind

Zephyrus is the god of the West wind.

In other cultures, there are other names for the wind gods,

Vayu, the Hindu God of Wind, Fujin,  the Japanese wind god and one of the eldest Shinto gods are two examples of other religon's names for the wind gods. In Norse mythology, the winds are named Njord. Stribog is the Slavic name for the wind god.