I've often wondered if the fuzzy wind socks used on mics really help very much. Below is a video showing a circumstance in which they are vital from RedHead who sells these devices. In the business they are called dead cats.
Zoom H4n + Redhead + Canon Mark II + 85mm + Windy Maui's North Shore from iamkalaniprince on Vimeo.
I found this on FreshDV here.