They used to call them santanas, these sun-blasted gusts of dry, dry wind that bedevil Los Angeles each fall. Then some sanctimonious someone took offense to the underworld aspect and cleaned things up, added a vowel and turned it into Santa Ana. Silly.
In other parts of the world, relentless downslope winds are called the mistral, the sirocco, the foen. It's all the same, though, when the house shakes, the dog howls and sparks fly from the cat's fur.
Here's Raymond Chandler, telling it better than I ever could:
"...(they) come down through the mountain passes and curl your hair and make your nerves jump and your skin itch. On nights like that every booze party ends in a fight. Meek little wives feel the edge of the carving knife and study their husbands' necks. Anything can happen."