The Wind Cone
Also called a wind sock, the wind cone is a fabric tube that is wider at the end where wind enters. Air moving though it fills it and brings it aloft. The wind cone points away from the direction the wind originates from. The FAA regulates the use of windsocks at airports to provide wind information to pilots.
The Wind Vane
A wind vane or weather vane is a rigid structure that can spin to show the direction the wind is coming from. It may have a stationary part that shows compass directions so that wind direction can be easily read.
Sail Telltale
In sailing, a telltale is a small piece of string or strip of fabric attached to a line or a sail; it shows the direction of the air moving across it. Sailors use telltales to recognize how to best position the sails in the wind.