According to the oldest accounts, Æolus was a king of the Æolian Islands, to whom Zeus gave the command of the winds, which he kept shut up in a deep cave, and which he freed at his pleasure, or at the command of the gods.
In later times the above belief underwent a change, and the winds came to be regarded as distinct divinities, whose aspect accorded with the respective winds with which they were identified. They were depicted as winged youths in full vigour in the act of flying through the air. The principal winds were: Boreas (the north wind), Eurus (the east wind), Zephyrus (the west wind), and Notus (the south wind), who were said to be the children of Eos and Astræus.
There are no myths of interest connected with these divinities. Zephyrus was united to Chloris (Flora), the goddess of flowers. Of Boreas it is related that while flying over the river Ilissus, he beheld on the banks Oreithyia, the charming daughter of Erechtheus, king of Athens, whom he carried off to his native Thrace, and there made her his bride. Boreas and Oreithyia were the parents of Zetes and Calais, afterwards famous in the expedition of the Argonauts.
There was an altar erected at Athens in honour of Boreas, in commemoration of his having destroyed the Persian fleet sent to attack the Greeks. On the Acropolis at Athens there was a celebrated octagonal temple, built by Pericles, which was dedicated to the winds, and on its sides were their various representations. The ruins of this temple are still to be seen.
From: Berens, E.M. The Myths and Legends of Ancient Greece and Rome. New York: Maynard, Merril, & Co., 1880. Text in the public domain.